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Found 128 Documents (Results 1–100)

Boosted sampling: approximation algorithms for stochastic optimization. (English) Zbl 1192.90171

Proceedings of the 36th annual ACM symposium on theory of computing (STOC 2004), Chicago, IL, USA, June 13 - 15, 2004. New York, NY: ACM Press (ISBN 1-58113-852-0). 417-426, electronic only (2004).
MSC:  90C27 90C15 68W25
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Perturbation analysis of chance-constrained programs under variation of all constraint data. (English) Zbl 1190.90110

Marti, Kurt (ed.) et al., Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on “Dynamic stochastic optimization”, Laxenburg, Austria, March 11–14, 2002. Berlin: Springer (ISBN 3-540-40506-2/pbk). Lect. Notes Econ. Math. Syst. 532, 257-274 (2004).
MSC:  90C15 90C31
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Approximation and optimization for stochastic networks. (English) Zbl 1173.90343

Marti, Kurt (ed.) et al., Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on “Dynamic stochastic optimization”, Laxenburg, Austria, March 11–14, 2002. Berlin: Springer (ISBN 3-540-40506-2/pbk). Lect. Notes Econ. Math. Syst. 532, 67-79 (2004).
MSC:  90B15 90C31
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Libraries, tools, and interactive systems for verified computations four case studies. (English) Zbl 1126.65329

Alt, René (ed.) et al., Numerical software with result verification. International Dagstuhl seminar, Dagstuhl Castle, Germany, January 19–24, 2003. Revised papers. Berlin: Springer (ISBN 3-540-21260-4/pbk). Lecture Notes in Computer Science 2991, 36-63 (2004).
MSC:  65Y15 65G20
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Hedging uncertainty: Approximation algorithms for stochastic optimization problems. (English) Zbl 1092.90531

Bienstock, Daniel (ed.) et al., Integer programming and combinatorial optimization. 10th international IPCO conference, New York, NY, USA, June 7–11, 2004. Proceedings. Berlin: Springer (ISBN 3-540-22113-1/pbk). Lecture Notes in Computer Science 3064, 101-115 (2004).
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Solving stochastic optimization in distributed databases using genetic algorithms. (English) Zbl 1109.68431

Benczúr, András (ed.) et al., Advances in databases and information systems. 8th East European conference, ADBIS 2004, Budapest, Hungary, September 22–25, 2004. Proceedings. Berlin: Springer (ISBN 3-540-23243-5/pbk). Lecture Notes in Computer Science 3255, 259-274 (2004).
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An evolutionary local search method for incremental satisfiability. (English) Zbl 1109.68594

Buchberger, Bruno (ed.) et al., Artificial intelligence and symbolic computation. 7th international conference, AISC 2004, Linz, Austria, September 22–24, 2004. Proceedings. Berlin: Springer (ISBN 3-540-23212-5/pbk). Lecture Notes in Computer Science 3249. Lecture Notes in Artificial Intelligence, 143-156 (2004).
MSC:  68T20
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Analysis of particle swarm optimization using computational statistics. (English) Zbl 1060.65603

Simos, T. E. (ed.) et al., ICNAAM 2004. International conference on numerical analysis and applied mathematics 2004, Chalkis, Greece, September 10–14, 2004. Official conference of the European Society of Computational Methods in Science and Engineering (ESCMSE). Weinheim: Wiley-VCH (ISBN 3-527-40563-1/hbk). 34-37 (2004).
MSC:  65K05 90C15 65C35
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Optimization of consumption and portfolio and minimization of volatility. (English) Zbl 1061.60052

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 199-206 (2004).
MSC:  60H05 91B28 60G15
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Optimal terminal wealth under partial information for HMM stock returns. (English) Zbl 1180.91264

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 171-185 (2004).
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Optimal derivatives design under dynamic risk measures. (English) Zbl 1070.91019

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 13-25 (2004).
MSC:  91B28 46N10 90C39 60H10
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An approximation for exponential hedging. (English) Zbl 1059.60077

Kunita, Hiroshi (ed.) et al., Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4–7, 2002. Tokyo: Mathematical Society of Japan (ISBN 4-931469-26-4/hbk). Advanced Studies in Pure Mathematics 41, 279-299 (2004).
MSC:  60H30 60H10 91B28
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Risk-sensitive portfolio optimization with full and partial information. (English) Zbl 1068.60086

Kunita, Hiroshi (ed.) et al., Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4–7, 2002. Tokyo: Mathematical Society of Japan (ISBN 4-931469-26-4/hbk). Advanced Studies in Pure Mathematics 41, 257-278 (2004).
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The cross-entropy method. A unified approach to combinatorial optimization, Monte-Carlo simulation and machine learning. (English) Zbl 1140.90005

Information Science and Statistics. New York, NY: Springer (ISBN 0-387-21240-X/hbk). xx, 300 p. (2004).
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Recent developments in cooperative control and optimization. (English) Zbl 1079.93003

Cooperative Systems 3. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-7644-4/hbk). xiv, 458 p. (2004).
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