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    MOR
    2006
    52views more  MOR 2006»
    Empirical Distributions of Beliefs Under Imperfect Observation
    13 years 11 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 11 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 11 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 11 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 11 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 11 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 11 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 11 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 11 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 11 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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