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» Persistence in discrete optimization under data uncertainty
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IOR
2006
91views more  IOR 2006»
14 years 9 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
INFOCOM
2009
IEEE
15 years 4 months ago
Dynamic Power Allocation Under Arbitrary Varying Channels - An Online Approach
—A major problem in wireless networks is coping with limited resources, such as bandwidth and energy. These issues become a major algorithmic challenge in view of the dynamic nat...
Niv Buchbinder, Liane Lewin-Eytan, Ishai Menache, ...
EXPDB
2006
ACM
15 years 3 months ago
Pushing XPath Accelerator to its Limits
Two competing encoding concepts are known to scale well with growing amounts of XML data: XPath Accelerator encoding implemented by MonetDB for in-memory documents and X-Hive’s ...
Christian Grün, Alexander Holupirek, Marc Kra...
SIAMJO
2002
102views more  SIAMJO 2002»
14 years 9 months ago
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
We consider a conic-quadratic (and in particular a quadratically constrained) optimization problem with uncertain data, known only to reside in some uncertainty set U. The robust ...
Aharon Ben-Tal, Arkadi Nemirovski, Cees Roos
NIPS
2007
14 years 11 months ago
Consistent Minimization of Clustering Objective Functions
Clustering is often formulated as a discrete optimization problem. The objective is to find, among all partitions of the data set, the best one according to some quality measure....
Ulrike von Luxburg, Sébastien Bubeck, Stefa...