37 search results - page 4 / 8 » Optimal Selection of Uncertain Actions by Maximizing Expecte... |
75
Voted
EOR
2008
14 years 9 months ago
2008
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. ...
APPROX
2006
Springer
15 years 1 months ago
2006
Springer
Abstract. We introduce and study the following model for routing uncertain demands through a network. We are given a capacitated multicommodity flow network with a single source an...
105
Voted
WSC
2007
14 years 12 months ago
2007
Statistical selection procedures can identify the best of a finite set of alternatives, where “best” is defined in terms of the unknown expected value of each alternative’...
ICML
2006
IEEE
15 years 10 months ago
2006
IEEE
Inference in Markov Decision Processes has recently received interest as a means to infer goals of an observed action, policy recognition, and also as a tool to compute policies. ...
75
Voted
IOR
2006
14 years 9 months ago
2006
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 ...