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CCE
2008
13 years 9 months ago
Global optimization of multiscenario mixed integer nonlinear programming models arising in the synthesis of integrated water net
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
Ramkumar Karuppiah, Ignacio E. Grossmann
EOR
2008
70views more  EOR 2008»
13 years 9 months ago
Robust portfolio selection based on a multi-stage scenario tree
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Ruijun Shen, Shuzhong Zhang
JSAC
2008
124views more  JSAC 2008»
13 years 9 months ago
On the design of globally optimal communication strategies for real-time noisy communication systems with noisy feedback
Abstract--A real-time communication system with noisy feedback is considered. The system consists of a Markov source, forward and backward discrete memoryless channels, and a recei...
Aditya Mahajan, Demosthenis Teneketzis
JMLR
2006
132views more  JMLR 2006»
13 years 9 months ago
Accurate Error Bounds for the Eigenvalues of the Kernel Matrix
The eigenvalues of the kernel matrix play an important role in a number of kernel methods, in particular, in kernel principal component analysis. It is well known that the eigenva...
Mikio L. Braun
MOR
2006
79views more  MOR 2006»
13 years 9 months ago
The Value of Markov Chain Games with Lack of Information on One Side
We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...
Jérôme Renault