36 search results - page 3 / 8 » Conditional value at risk and related linear programming mod... |
SIGECOM
2010
ACM
13 years 11 months ago
2010
ACM
Recent years have seen extensive investigation of the information aggregation properties of prediction markets. However, relatively little is known about conditions under which a ...
ECSQARU
2007
Springer
14 years 13 days ago
2007
Springer
Abstract. The problem of averaging outcomes under several scenarios to form overall objective functions is of considerable importance in decision support under uncertainty. The fuz...
CDC
2008
IEEE
14 years 22 days ago
2008
IEEE
Abstract— This paper proposes a novel two-stage optimization method for robust Model Predictive Control (RMPC) with Gaussian disturbance and state estimation error. Since the dis...
AMAI
2004
Springer
13 years 11 months ago
2004
Springer
The majority of the work in the area of Markov decision processes has focused on expected values of rewards in the objective function and expected costs in the constraints. Althou...
JMLR
2006
13 years 6 months ago
2006
We consider an optimization problem in probabilistic inference: Given n hypotheses Hj, m possible observations Ok, their conditional probabilities pk j, and a particular Ok, selec...