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EOR
2008
70views more  EOR 2008»
15 years 6 months ago
Robust portfolio selection based on a multi-stage scenario tree
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Ruijun Shen, Shuzhong Zhang
160
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AUTOMATICA
2006
80views more  AUTOMATICA 2006»
15 years 6 months ago
State estimation over packet dropping networks using multiple description coding
For state estimation over a communication network, efficiency and reliability of the network are critical issues. The presence of packet dropping and communication delay can great...
Zhipu Jin, Vijay Gupta, Richard M. Murray
FSS
2008
87views more  FSS 2008»
15 years 6 months ago
Representing parametric probabilistic models tainted with imprecision
Numerical possibility theory, belief function have been suggested as useful tools to represent imprecise, vague or incomplete information. They are particularly appropriate in unc...
Cédric Baudrit, Didier Dubois, Nathalie Per...
CLASSIFICATION
2006
58views more  CLASSIFICATION 2006»
15 years 6 months ago
On a Transvariation Based Measure of Group Separability
: In this paper, the potentialities of transvariation (Gini, 1959) in measuring the separation between two groups of multivariate observations are explored. With this aim, a modifi...
Daniela G. Calò
CN
2006
91views more  CN 2006»
15 years 6 months ago
End-host controlled multicast routing
The last decade has seen a deluge of proposals for supporting multicast in the Internet. These proposals can be categorized as either infrastructure-based, with the multicast func...
Karthik Lakshminarayanan, Ananth Rao, Ion Stoica, ...
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