548 search results - page 15 / 110 » Optimization of Convex Risk Functions |
110
Voted
EOR
2010
15 years 14 days ago
2010
We consider the unrelated parallel machines scheduling problem where jobs have earliness and tardiness penalties and a common due date. We formulate this problem and some of its v...
JOTA
2010
14 years 10 months ago
2010
We consider a distributed multi-agent network system where the goal is to minimize a sum of agent objective functions subject to a common set of constraints. For this problem, we p...
110
Voted
COLT
2006
Springer
15 years 4 months ago
2006
Springer
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
100
Voted
IOR
2008
15 years 11 days ago
2008
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
107
Voted
ALT
2004
Springer
15 years 9 months ago
2004
Springer
The decomposition method is currently one of the major methods for solving the convex quadratic optimization problems being associated with support vector machines. For a special c...