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 ...
—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...
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 ...
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 ...
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....