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ATMOS
2008
118views Optimization» more  ATMOS 2008»
13 years 7 months ago
Recoverable Robustness for Railway Rolling Stock Planning
Abstract. In this paper we explore the possibility of applying the notions of Recoverable Robustness and Price of Recoverability (introduced by [5]) to railway rolling stock planni...
Valentina Cacchiani, Alberto Caprara, Laura Galli,...
IPCO
2004
94views Optimization» more  IPCO 2004»
13 years 6 months ago
Robust Branch-and-Cut-and-Price for the Capacitated Vehicle Routing Problem
Ricardo Fukasawa, Jens Lysgaard, Marcus Poggi de A...
STOC
2006
ACM
130views Algorithms» more  STOC 2006»
14 years 5 months ago
Online trading algorithms and robust option pricing
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
GECCO
2007
Springer
154views Optimization» more  GECCO 2007»
13 years 11 months ago
Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm
Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
Kai Fan, Anthony Brabazon, Conall O'Sullivan, Mich...
IPCO
2007
108views Optimization» more  IPCO 2007»
13 years 7 months ago
Robust Combinatorial Optimization with Exponential Scenarios
Following the well-studied two-stage optimization framework for stochastic optimization [15, 18], we study approximation algorithms for robust two-stage optimization problems with ...
Uriel Feige, Kamal Jain, Mohammad Mahdian, Vahab S...