22 search results - page 3 / 5 » A derivative-free approach for a simulation-based optimizati... |
WSC
2007
13 years 8 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
ESTIMEDIA
2008
Springer
13 years 8 months ago
2008
Springer
We propose a design optimization framework for adaptive real-time streaming applications. The main contribution is a hybrid approach for performance analysis combining formal anal...
TON
2010
13 years 4 months ago
2010
—Routing protocols for disruption-tolerant networks (DTNs) use a variety of mechanisms, including discovering the meeting probabilities among nodes, packet replication, and netwo...
CORR
2011
Springer
12 years 10 months ago
2011
Springer
We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as...
GECCO
2009
Springer
13 years 11 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...