357 search results - page 72 / 72 » Solving Generalized Maximum Dispersion with Linear Programmi... |
143
Voted
ESA
2010
Springer
15 years 21 days ago
2010
Springer
We study the problem of estimating the average of a Lipschitz continuous function f defined over a metric space, by querying f at only a single point. More specifically, we explore...
97
Voted
IMCSIT
2010
14 years 9 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...