In this paper we present an extension of ant colony optimization (ACO) to continuous domains. We show how ACO, which was initially developed to be a metaheuristic for combinatoria...
— This paper explores optimization of paging and registration policies in cellular networks. Motion is modeled as a discrete-time Markov process, and minimization of the discount...
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
— We describe the development and testing of a metaheuristic procedure, based on the scatter search methodology, for the problem of approximating the efficient frontier of nonlin...
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero