7 search results - page 1 / 2 » Dual Stochastic Dominance and Related Mean-Risk Models |
SIAMJO
2002
13 years 5 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
MP
2008
13 years 5 months ago
2008
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...
CP
2004
Springer
13 years 11 months ago
2004
Springer
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...
MANSCI
2010
13 years 7 days ago
2010
We study a capacity sizing problem in a service system that is modeled as a single-class queue with multiple servers and where customers may renege while waiting for service. A sa...
ACL
2008
13 years 7 months ago
2008
Discriminative feature-based methods are widely used in natural language processing, but sentence parsing is still dominated by generative methods. While prior feature-based dynam...