14739 search results - page 326 / 2948 » An optimization problem on the sphere |
GECCO
2006
Springer
15 years 3 months ago
2006
Springer
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...
AIPS
2009
15 years 19 days ago
2009
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...
EOR
2008
14 years 11 months ago
2008
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
SIAMCO
2008
14 years 11 months ago
2008
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 ...
CDC
2008
IEEE
15 years 6 months ago
2008
IEEE
— We consider the problem of designing optimal distributed controllers whose impulse response has limited propagation speed. We introduce a state-space framework in which such co...