203 search results - page 4 / 41 » Second-Order Risk Constraints |
MMAS
2010
Springer
13 years 2 months ago
2010
Springer
We present a formal procedure for structure-preserving model reduction of linear second-order and Hamiltonian control problems that appear in a variety of physical contexts, e.g., ...
CAV
2000
Springer
13 years 11 months ago
2000
Springer
Address: Abstraction, Composition, Symmetry, and a Little Deduction: The Remedies to State Explosion . . . . . . . . . . . . . . . . . . . . . . . . . . 1 A. Pnueli Invited Address...
SIAMJO
2010
13 years 5 months ago
2010
Abstract. This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly imp...
IMCSIT
2010
13 years 5 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
PODS
2005
ACM
14 years 7 months ago
2005
ACM
Direct reductions of partial differential equations to systems of ordinary differential equations are in one-to-one correspondence with compatible differential constraints. The dif...