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EOR
2008
70views more  EOR 2008»
15 years 5 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
169
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DAM
2006
132views more  DAM 2006»
15 years 5 months ago
On the combinatorial structure of chromatic scheduling polytopes
Chromatic scheduling polytopes arise as solution sets of the bandwidth allocation problem in certain radio access networks, supplyingwirelessaccesstovoice/datacommunicationnetwork...
Javier Marenco, Annegret Wagler
154
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IJAR
2008
114views more  IJAR 2008»
15 years 5 months ago
A definition of subjective possibility
: Based on the setting of exchangeable bets, this paper proposes a subjectivist view of numerical possibility theory. It relies on the assumption that when an agent constructs a pr...
Didier Dubois, Henri Prade, Philippe Smets
ENTCS
2006
181views more  ENTCS 2006»
15 years 5 months ago
Conditional Doxastic Models: A Qualitative Approach to Dynamic Belief Revision
In this paper, we present a semantical approach to multi-agent belief revision and belief update. For this, we introduce relational structures called conditional doxastic models (...
Alexandru Baltag, Sonja Smets
162
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FUIN
2006
103views more  FUIN 2006»
15 years 5 months ago
A Categorical View on Algebraic Lattices in Formal Concept Analysis
Formal concept analysis has grown from a new branch of the mathematical field of lattice theory to a widely recognized tool in Computer Science and elsewhere. In order to fully be...
Pascal Hitzler, Markus Krötzsch, Guo-Qiang Zh...