نتایج جستجو برای: local moment constraints

تعداد نتایج: 755597  

Service-oriented architecture facilitates the running time of interactions by using business integration on the networks. Currently, web services are considered as the best option to provide Internet services. Due to an increasing number of Web users and the complexity of users’ queries, simple and atomic services are not able to meet the needs of users; and to provide complex services, it requ...

Journal: :SIAM Journal on Optimization 2017
Yongchao Liu Rudabeh Meskarian Huifu Xu

Reward-risk ratio optimization is an important mathematical approach in finance. We revisit the model by considering a situation where an investor does not have complete information on the distribution of the underlying uncertainty and consequently a robust action is taken to mitigate the risk arising from ambiguity of the true distribution. We consider a distributionally robust reward-risk rat...

2010
L. A. Alpert T. W. Becker I. W. Bailey

[1] We analyze moment tensor solutions from deep subduction zone earthquakes to determine global slab deformation patterns. Inferred strain rates are compared to predicted deformation patterns from fluid models to help constrain the first‐order radial and lateral viscosity structure of the Earth. While all slabs that reach the lower mantle are compressed at their tip, intermediate depth pattern...

Journal: :Numerical Lin. Alg. with Applic. 2013
Alessandro N. Vargas Walter Furloni João Bosco Ribeiro do Val

This paper addresses the optimal solution for the regulator control problem of Markov jump linear systems subject to second moment constraints. We can characterize and obtain the solution explicitly using linear matrix inequalities techniques. The constraints are imposed on the second moment of both the system state and control vector, and the optimal solution is obtained in a computable form. ...

Journal: :European Journal of Combinatorics 1994

Journal: :European Journal of Operational Research 2021

Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is posit that nature selects worst-case distribution for any relevant stochastic primitives from some pre-specified family. Several communities have observed subtle phenomena known as time inconsistency can arise this framework. In particular, it becomes ...

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