37 search results - page 4 / 8 » Optimal Selection of Uncertain Actions by Maximizing Expecte... |
EOR
2008
13 years 5 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
APPROX
2006
Springer
13 years 9 months ago
2006
Springer
Abstract. We introduce and study the following model for routing uncertain demands through a network. We are given a capacitated multicommodity flow network with a single source an...
WSC
2007
13 years 7 months ago
2007
Statistical selection procedures can identify the best of a finite set of alternatives, where “best” is defined in terms of the unknown expected value of each alternative’...
ICML
2006
IEEE
14 years 6 months ago
2006
IEEE
Inference in Markov Decision Processes has recently received interest as a means to infer goals of an observed action, policy recognition, and also as a tool to compute policies. ...
IOR
2006
13 years 5 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...