Minimization and Maximization Algorithms in Discrete Convex Analysis Presented at the Georgia Tech Algorithms & Randomness Center workshop: Modern Aspects of Submodularity, March 19-22, 2012. K Murota 被引量: 0发表: 2012年 Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle ...
Borrowing a technique from Calculus of Variation, on this space we look for a convergence which makes minimizing sequences relatively compact, and risk lower semicontinuous. For a class of convex decreasing risk functionals, we show the existence of optimal strategies. Examples include the problems ...
Examples include the problems of shortfall minimization, utility maximization , and minimization of coherent risk measures .doi:10.1007/s780-002-8402-0Paolo GuasoniSpringer-VerlagFinance & StochasticsP. Guasoni, Risk minimization under transaction costs , Finance Stoch. 6, 91–113, 2002. MATH Math...
Empathy might be created bymirror neuronsin the human brain [Goldstein, 321], i.e. by a function which enables imitation learning and dissolves the barrier between the self and others. It has been speculated thatempathymay be an essential part of the cause of moral and social behavior in hu...
infimal/supremal convolutionfirm's cost-minimization problemutility maximization problemmathematical economicsThe infimal convolution operation arises in mathem... Garcia-Rubio,R.,Ruiz,... - 《International Journal of Computer Mathematics》 被引量: 0发表: 2016年 Shape optimization and supremal minimizatio...
Together with traditional maximization ... Yu. G. Grigor’ev,DL Son - 《Automation & Remote Control》 被引量: 6发表: 2007年 Risk minimization with inflation and interest rate risk: applications to non-life insurance This paper aims at studying the asset allocation problem of a non-life ...
Based on the simulations presented in this paper, we show that the proposed OP-DMCG algorithm outperforms the greedy throughput maximization plus (GTM+), delay minimization conflict graph (DMCG), and power and delay optimization based uplink resource allocation (PDO-URA) algorithms in terms of ...