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 ...
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...
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...
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...
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&...