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97
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IOR
2006
91views more  IOR 2006»
15 years 1 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
GECCO
2007
Springer
172views Optimization» more  GECCO 2007»
15 years 7 months ago
Real-coded ECGA for economic dispatch
In this paper, we propose a new approach that consists of the extended compact genetic algorithm (ECGA) and split-ondemand (SoD), an adaptive discretization technique, to economic...
Chao-Hong Chen, Ying-Ping Chen
111
Voted
CVPR
2006
IEEE
16 years 3 months ago
Visible Surface Reconstruction from Normals with Discontinuity Consideration
Given a dense set of imperfect normals obtained by photometric stereo or shape from shading, this paper presents an optimization algorithm which alternately optimizes until conver...
Tai-Pang Wu, Chi-Keung Tang
IAT
2009
IEEE
15 years 7 months ago
Towards Zero-Delay Recovery of Agents in Production Automation Systems
Multi-agent systems (MAS) is an accepted paradigm in safety-critical systems, like the production automation. Agents control the underlying machinery they are representing and int...
eva Kühn, Richard Mordinyi, Mario Lang, Adnan...
116
Voted
HPCC
2007
Springer
15 years 7 months ago
Software Pipelining for Packet Filters
Packet filters play an essential role in traffic management and security management on the Internet. In order to create software-based packet filters that are fast enough to work...
Yoshiyuki Yamashita, Masato Tsuru