In the efficient social choice problem, the goal is to assign values, subject to side constraints, to a set of variables to maximize the total utility across a population of agent...
Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two sta...
Ingo Oesterreicher, Andreas Mitschele, Frank Schlo...
In this paper a planning framework based on Ant Colony Optimization techniques is presented. It is well known that finding optimal solutions to planning problems is a very hard co...
Marco Baioletti, Alfredo Milani, Valentina Poggion...
The maximal correlation problem (MCP) aiming at optimizing correlation between sets of variables plays a very important role in many areas of statistical applications. Currently, a...
This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...