24 search results - page 2 / 5 » Robust portfolio optimization with derivative insurance guar... |
CDC
2008
IEEE
14 years 14 days ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
WIOPT
2011
IEEE
12 years 9 months ago
2011
IEEE
—In this paper, we address the spectrum portfolio optimization (SPO) question in the context of secondary spectrum markets, where bandwidth (spectrum access rights) can be bought...
ECCV
2008
Springer
14 years 8 months ago
2008
Springer
Abstract. We study the problem of estimating the position and orientation of a calibrated camera from an image of a known scene. A common problem in camera pose estimation is the e...
ICML
2003
IEEE
14 years 6 months ago
2003
IEEE
We consider incorporating action elimination procedures in reinforcement learning algorithms. We suggest a framework that is based on learning an upper and a lower estimates of th...
CDC
2008
IEEE
14 years 14 days ago
2008
IEEE
Abstract— In this paper the problem of designing a decentralized robust controller for a plant describing a dragfree satellite is addressed. From recent experiences in dragfree c...