In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
In this contribution, new online EM algorithms are proposed to perform inference in general hidden Markov models. These algorithms update the parameter at some deterministic times ...
We consider the methods xδ n+1 = xδ n − gαn (F (xδ n)∗F (xδ n))F (xδ n)∗(F (xδ n)− yδ) for solving nonlinear ill-posed inverse problems F (x) = y using the only ava...