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. ...
We present a simple ant model that solves a discrete foraging problem. We describe simulations and provide a complete convergence analysis: we show that the ant population compute...
In a constraint optimization problem (COP), many feasible valuations lead to the same objective value. This often means a huge search space and poor performance in the propagation...
This paper proposes to apply optimized One-Class Support Vector Machines (1-SVMs) as a discriminative framework in order to address a specific audio classification problem. Firs...
We study on-line decision problems where the set of actions that are available to the decision algorithm vary over time. With a few notable exceptions, such problems remained larg...
Robert D. Kleinberg, Alexandru Niculescu-Mizil, Yo...