We propose a Particle Filter model that incorporates Particle Swarm Optimization for predicting systems with multiplicative noise. The proposed model employs a conventional multio...
A. D. Klamargias, Konstantinos E. Parsopoulos, Phi...
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can ...
In the last decade ordinal optimization (OO) has been successfully applied in many stochastic simulation-based optimization problems (SP) and deterministic complex problems (DCP). ...
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
—In this paper we describe a framework for the optimal control of delay tolerant mobile ad hoc networks where multiple classes of nodes co-exist. We specialize the description of...
Francesco De Pellegrini, Eitan Altman, Tamer Basar