An efficient “Simulation Optimization” technique is developed to solve system design problems which can not be expressed in explicit analytical or mathematical models. In part...
In this article, a hybrid optimization method has been proposed consisting of modified ant colony systems (ACSs) and constrained nonlinear programming (NLP) to solve the problems ...
2004, Chang et al. suggested an approach that solves the problem of secret sharing with access structures in a hierarchy. They used the concept of discrete logarithmto reuse shado...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...