The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Abstract. Reverse-convex programming (RCP) concerns global optimization of a specific class of non-convex optimization problems. We show that a recently proposed model for sparse ...
We propose a new method for deriving rankings from fuzzy pairwise comparisons. It is based on the observation that quantification of the uncertainty of the pairwise comparisons sh...
Multi-modality is a fundamental feature that characterizes biological systems and lets them achieve high robustness in understanding skills while coping with uncertainty. Relativel...
Nicoletta Noceti, Barbara Caputo, Claudio Castelli...
In strategic multiagent decision making, it is often the case that a strategic reasoner must hold beliefs about other agents and use these beliefs to inform its decision making. T...