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ORL
2007
64views more  ORL 2007»
13 years 8 months ago
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
COR
2008
86views more  COR 2008»
13 years 7 months ago
Optimizing counter-terror operations: Should one fight fire with "fire" or "water"?
This paper deals dynamically with the question of how recruitment to terror organizations is influenced by counter-terror operations. This is done within a optimal control model, ...
Jonathan P. Caulkins, Dieter Grass, Gustav Feichti...
IJSYSC
2010
97views more  IJSYSC 2010»
13 years 7 months ago
A stability study on first-order neutral systems with three rationally independent time delays
— First order linear time invariant and time delayed dynamics of neutral type is taken into account with three rationally independent delays. There are two main contributions of ...
Rifat Sipahi, Nejat Olgaç, Dimitri Breda
NOMS
2010
IEEE
194views Communications» more  NOMS 2010»
13 years 7 months ago
Analysis of P2P file sharing network's credit system for fairness management
Fairness is an important management issue for peer-to-peer file sharing systems. In this paper, we study the credit system of the P2P file sharing network eMule (http://www.emule-p...
Yunzhao Li, Don Gruenbacher
PVM
2010
Springer
13 years 7 months ago
Locality and Topology Aware Intra-node Communication among Multicore CPUs
A major trend in HPC is the escalation toward manycore, where systems are composed of shared memory nodes featuring numerous processing units. Unfortunately, with scale comes compl...
Teng Ma, George Bosilca, Aurelien Bouteiller, Jack...