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    MOR
    2006
    52views more  MOR 2006»
    Empirical Distributions of Beliefs Under Imperfect Observation
    13 years 7 months ago
    Empirical Distributions of Beliefs Under Imperfect Observation
    Download  web.econ.unito.it
    Olivier Gossner, Tristan Tomala
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    MOR
    2006
    80views more  MOR 2006»
    Regret Minimization Under Partial Monitoring
    13 years 7 months ago
    Regret Minimization Under Partial Monitoring
    Download  eprints.pascal-network.org
    We consider repeated games in which the player, instead of observing the action chosen by the opponent in each game round, receives a feedback generated by the combined choice of ...
    Nicolò Cesa-Bianchi, Gábor Lugosi, G...
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    MOR
    2006
    80views more  MOR 2006»
    The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implic
    13 years 7 months ago
    The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implic
    Download  www.optimization-online.org
    For a locally optimal solution to the nonlinear semidefinite programming problem, under Robinson's constraint qualification, the following conditions are proved to be equival...
    Defeng Sun
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    MOR
    2006
    79views more  MOR 2006»
    Compound Poisson Disorder Problem
    13 years 7 months ago
    Compound Poisson Disorder Problem
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    Savas Dayanik, Semih Onur Sezer
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    MOR
    2006
    60views more  MOR 2006»
    Measure-Valued Differentiation for Stationary Markov Chains
    13 years 7 months ago
    Measure-Valued Differentiation for Stationary Markov Chains
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    : We study general state-space Markov chains that depend on a parameter, say, . Sufficient conditions are established for the stationary performance of such a Markov chain to be di...
    Bernd Heidergott, Arie Hordijk, Heinz Weisshaupt
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    MOR
    2006
    58views more  MOR 2006»
    Excludability and Bounded Computational Capacity
    13 years 7 months ago
    Excludability and Bounded Computational Capacity
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    Ehud Lehrer, Eilon Solan
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    MOR
    2006
    81views more  MOR 2006»
    Simulated Annealing for Convex Optimization
    13 years 7 months ago
    Simulated Annealing for Convex Optimization
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    We apply the method known as simulated annealing to the following problem in convex optimization: minimize a linear function over an arbitrary convex set, where the convex set is ...
    Adam Tauman Kalai, Santosh Vempala
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    MOR
    2006
    74views more  MOR 2006»
    Relative Frequencies of Generalized Simulated Annealing
    13 years 7 months ago
    Relative Frequencies of Generalized Simulated Annealing
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    Jan Hannig, Edwin K. P. Chong, Sanjeev R. Kulkarni
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    MOR
    2006
    62views more  MOR 2006»
    A Limit Theorem for Financial Markets with Inert Investors
    13 years 7 months ago
    A Limit Theorem for Financial Markets with Inert Investors
    Download  www.matheon.de
    Erhan Bayraktar, Ulrich Horst, Ronnie Sircar
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    MOR
    2006
    93views more  MOR 2006»
    Optimization of Convex Risk Functions
    13 years 7 months ago
    Optimization of Convex Risk Functions
    Download  edoc.hu-berlin.de
    We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
    Andrzej Ruszczynski, Alexander Shapiro
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