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121views more  TEC 2010»
9 years 11 months ago
Brain-Computer Evolutionary Multiobjective Optimization: A Genetic Algorithm Adapting to the Decision Maker
The centrality of the decision maker (DM) is widely recognized in the multiple criteria decision-making community. This translates into emphasis on seamless human
Roberto Battiti, Andrea Passerini
9 years 11 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
94views more  IOR 2010»
10 years 1 months ago
Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent occupancy of both servers while class 2 jobs use one se...
Heng-Qing Ye, David D. Yao
116views more  MOR 2007»
10 years 3 months ago
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
Laurence Carassus, Miklós Rásonyi
123views more  RAS 2006»
10 years 4 months ago
Planning exploration strategies for simultaneous localization and mapping
In this paper, we present techniques that allow one or multiple mobile robots to efficiently explore and model their environment. While much existing research in the area of Simul...
Benjamín Tovar, Lourdes Muñoz-G&oacu...
93views more  SIAMJO 2008»
10 years 4 months ago
Multivariable Utility Functions
Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
Maria B. Chiarolla, Ulrich G. Haussmann
124views more  JSAC 2006»
10 years 4 months ago
A game-theoretic approach to energy-efficient power control in multicarrier CDMA systems
A game-theoretic model for studying power control in multicarrier code-division multiple-access systems is proposed. Power control is modeled as a noncooperative game in which each...
Farhad Meshkati, Mung Chiang, H. Vincent Poor, Stu...
84views Education» more  CORR 2008»
10 years 4 months ago
Rate and Power Allocation in Fading Multiple Access Channels
Abstract-- We consider the problem of rate and power allocation in a fading multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a u...
Ali ParandehGheibi, Atilla Eryilmaz, Asuman E. Ozd...
92views more  ANOR 2007»
10 years 4 months ago
Portfolio selection with probabilistic utility
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
Robert Marschinski, Pietro Rossi, Massimo Tavoni, ...
82views more  ANOR 2010»
10 years 4 months ago
Representing risk preferences in expected utility based decision models
: The application and estimation of expected utility based decision models would benefit from having additional simple and flexible functional forms to represent risk preferences. ...
Jack Meyer