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» A Utile Function Optimizer
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103
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SIAMCO
2002
87views more  SIAMCO 2002»
15 years 6 days ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
118
Voted
FS
2006
81views more  FS 2006»
15 years 17 days ago
Utility maximization and risk minimization in life and pension insurance
We study the problem of finding optimal strategies for a life insurance company or pension fund that acts on behalf of an insured so as to maximize the expected utility (in a gene...
Peter Holm Nielsen
82
Voted
AAAI
2006
15 years 2 months ago
CUI Networks: A Graphical Representation for Conditional Utility Independence
We introduce CUI networks, a compact graphical representation of utility functions over multiple attributes. CUI networks model multiattribute utility functions using the well stu...
Yagil Engel, Michael P. Wellman
98
Voted
ICCCN
2007
IEEE
15 years 7 months ago
Utility-Based Routing in Communication Networks with Unstable Links
Abstract—Traditional Dijkstra and Bellman-Ford routing algorithms can only provide the best route to each destination based on a fixed link cost model. We propose a utility-base...
Mingming Lu, Jie Wu
GECCO
2009
Springer
108views Optimization» more  GECCO 2009»
15 years 5 months ago
Development of combinational circuits using non-uniform cellular automata: initial results
A non-uniform cellular automata-based model is presented for the evolutionary development of digital circuits at the gate level. The main feature of this model is the modified lo...
Michal Bidlo, Zdenek Vasícek