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 ...
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...
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...
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...
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...