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ANOR
2007
73views more  ANOR 2007»
14 years 11 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
PRL
2006
105views more  PRL 2006»
14 years 11 months ago
Parisian camera placement for vision metrology
This paper presents a novel camera network design methodology based on the Parisian evolutionary computation approach. This methodology proposes to partition the original problem ...
Enrique Dunn, Gustavo Olague, Evelyne Lutton
IJCAI
2007
15 years 14 days ago
On Modeling Multiagent Task Scheduling as a Distributed Constraint Optimization Problem
This paper investigates how to represent and solve multiagent task scheduling as a Distributed Constraint Optimization Problem (DCOP). Recently multiagent researchers have adopted...
Evan Sultanik, Pragnesh Jay Modi, William C. Regli
SACI
2007
IEEE
15 years 5 months ago
Geometric Theory and Control of Linear Parameter Varying Systems
: Linear Parameter Varying(LPV) systems appear in a form of LTI state space representations where the elements of the A(ρ), B(ρ), C(ρ) matrices can depend on an unknown but at a...
Jozsef Bokor
CVPR
2007
IEEE
15 years 5 months ago
Hierarchical Structuring of Data on Manifolds
Manifold learning methods are promising data analysis tools. However, if we locate a new test sample on the manifold, we have to find its embedding by making use of the learned e...
Jun Li, Pengwei Hao