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JCAM
2011

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Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection

12 years 8 months ago

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In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...

Koen Van Weert, Jan Dhaene, Marc J. Goovaerts

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ICA
2012
Springer

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New Online EM Algorithms for General Hidden Markov Models. Application to the SLAM Problem

12 years 27 days ago

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In this contribution, new online EM algorithms are proposed to perform inference in general hidden Markov models. These algorithms update the parameter at some deterministic times ...

Sylvain Le Corff, Gersende Fort, Eric Moulines

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SIAMNUM
2011

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A General Convergence Analysis of Some Newton-Type Methods for Nonlinear Inverse Problems

13 years 8 days ago

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We consider the methods xδ n+1 = xδ n − gαn (F (xδ n)∗F (xδ n))F (xδ n)∗(F (xδ n)− yδ) for solving nonlinear ill-posed inverse problems F (x) = y using the only ava...

Qinian Jin

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JOTA
2010

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Generalized Vector Quasivariational Inclusion Problems with Moving Cones

13 years 3 days ago

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Pham Huu Sach, L. J. Lin, Le Anh Tuan

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