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FMSD
2008
94views more  FMSD 2008»
15 years 3 months ago
Optimal infinite scheduling for multi-priced timed automata
Abstract. This paper is concerned with the derivation of infinite schedules for timed automata that are in some sense optimal. To cover a wide class of optimality criteria we start...
Patricia Bouyer, Ed Brinksma, Kim Guldstrand Larse...
FS
2006
81views more  FS 2006»
15 years 3 months ago
Optimal portfolio choice in the bond market
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
Nathanael Ringer, Michael Tehranchi
MP
2006
84views more  MP 2006»
15 years 3 months ago
On the behavior of the homogeneous self-dual model for conic convex optimization
Abstract. There is a natural norm associated with a starting point of the homogeneous selfdual (HSD) embedding model for conic convex optimization. In this norm two measures of the...
Robert M. Freund
CCE
2004
15 years 2 months ago
Retrospective on optimization
In this paper we provide a general classification of mathematical optimization problems, followed by a matrix of applications that shows the areas in which these problems have bee...
Lorenz T. Biegler, Ignacio E. Grossmann
CORR
2004
Springer
104views Education» more  CORR 2004»
15 years 2 months ago
Inapproximability of Combinatorial Optimization Problems
We survey results on the hardness of approximating combinatorial optimization problems. Contents
Luca Trevisan