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 ...
In a liberalized electricity market, the use of phase shifting transformers or other power flow controlling devices allows the transmission system operator to utilize the availabl...
Jody Verboomen, Dirk Van Hertem, Ronnie Belmans, P...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Sensitivity analysis is one of the most interesting and preoccupying areas in optimization. Many attempts are made to investigate the problem's behavior when the input data c...
— This paper proposes a distributed optimization framework for wireless multihop sensor networks base on a game theoretic approach. We show that the cross-layer optimization prob...