34170 search results - page 44 / 6834 » Optimization |
88
Voted
CDC
2009
IEEE
15 years 1 months ago
2009
IEEE
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
MP
1998
14 years 9 months ago
1998
In recent years second-order sufficient conditions of an isolated local minimizer for convex composite optimization problems have been established. In this paper, second-order opt...
EOR
2011
14 years 4 months ago
2011
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
101
click to vote
FOCS
2004
IEEE
15 years 1 months ago
2004
IEEE
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...
80
Voted
MP
1998
14 years 9 months ago
1998
We consider a generalized semi-infinite optimization problem (GSIP) of the form (GSIP) min{f(x) Ix E M}, where M = {x E N"lhi(x ) = 0, i = 1,...,m, G(x,y) /> 0, y E Y(x)} ...