113 search results - page 9 / 23 » Financial Optimization |
WSC
2008
15 years 2 months ago
2008
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
WSC
2008
15 years 2 months ago
2008
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
ICML
2006
IEEE
16 years 1 months ago
2006
IEEE
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
108
Voted
MP
2006
15 years 9 days ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
112
Voted
ALGORITHMICA
1999
15 years 1 days ago
1999
Consider an on-line player who needs some equipment (e.g., a computer) for an initially unknown number of periods. At the start of each period it is determined whether the player w...