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110
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EOR
2008
150views more  EOR 2008»
15 years 3 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
121
Voted
CAD
2007
Springer
15 years 3 months ago
Non-iterative approach for global mesh optimization
This paper presents a global optimization operator for arbitrary meshes. The global optimization operator is composed of two main terms, one part is the global Laplacian operator ...
Ligang Liu, Chiew-Lan Tai, Zhongping Ji, Guojin Wa...
114
Voted
EOR
2007
133views more  EOR 2007»
15 years 3 months ago
Using genetic algorithm for dynamic and multiple criteria web-site optimizations
In today’s competitive electronic marketplace, companies try to create long-lasting relations with their online customers. Log files and registration forms generate millions of...
Arben Asllani, Alireza Lari
125
Voted
SIAMCO
2008
96views more  SIAMCO 2008»
15 years 3 months ago
Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control constraints and cost are all described by...
Jean B. Lasserre, Didier Henrion, Christophe Prieu...
130
Voted
SIAMJO
2008
93views more  SIAMJO 2008»
15 years 3 months ago
Sufficient Second-Order Optimality Conditions for Semilinear Control Problems with Pointwise State Constraints
Second-order sufficient optimality conditions are established for the optimal control of semilinear elliptic and parabolic equations with pointwise constraints on the control and t...
Eduardo Casas, Juan Carlos de los Reyes, Fredi Tr&...