Ambiguity in the inputs of the models is typical especially in portfolio selection problem where the true distribution of random variables is usually unknown. Here we use robust optimization approach to address the ambiguity in conditional-value-at-risk minimization model. We obtain explicit models of the robust conditional-value-at-risk minimization for polyhedral and correlated polyhedral am...

Let P be a polyhedron in H$ of finite volume such that the group Γ(P) generated by reflections in the faces of P is a discrete subgroup of IsomH$. Let Γ+(P) denote the subgroup of index 2 consisting entirely of orientation-preserving isometries so that Γ+(P) is a Kleinian group of finite covolume. Γ+(P) is called a polyhedral group. As discussed in [12] and [13] for example (see §2 below), asso...

I’m trying to understand which Riemannian manifolds can be Lipschitz approximated by polyhedral spaces of the same dimension with curvature bounded below. The necessary conditions I found consist of some special inequality for curvature at each point (the geometric curvature bound). This inequality is also sufficient condition for local approximation. I conjecture that it is also a sufficient c...

We call (T (t))t≥0 an abstract delay semigroup. This notion is introduced in more detail in Section 2. The semigroup thus obtained is rarely a contraction semigroup. In this paper we will show that under very mild conditions, we may change the inner product on E into an equivalent inner product, such that the delay semigroup becomes a (generalized) contraction semigroup. A contraction semigroup...

Left-discrimination of a semigroup is defined and shown to be a sufficient condition that a semigroup be isomorphic to the input semigroup of its semigroup automaton, a necessary condition if the semigroup is finite. The left-discrimination sequence of an automaton is defined as a sequence of semigroups beginning with the input semigroup of the automaton, each member being the input semigroup o...

We present a polynomial-time reduction of the discrete logarithm problem in any periodic (a.k.a. torsion) semigroup (Semigroup DLP) to the classic DLP in a subgroup of the same semigroup. It follows that Semigroup DLP can be solved in polynomial time by quantum computers, and that Semigroup DLP has subexponential algorithms whenever the classic DLP in the corresponding groups has subexponential...

We systematically analyze regularization of different kinds of ultradistribution semigroups and sines, in general, with nondensely defined generators and contemplate several known results concerning the regularization of Gevrey type ultradistribution semigroups. We prove that, for every closed linear operator A which generates an ultradistribution semigroup (sine), there exists a bounded inject...

The interaction of automatic semigroups and Bruck–Reilly extensions is studied. It is proved that every automatic Bruck–Reilly extension has an automatic base semigroup. This result is then applied to answer negatively the question of Andrade et al. on whether automatic structures for Bruck–Reilly extensions of groups are characterized by the fellow traveller property. An example is exhibited t...

We derive the actions for type II Green-Schwarz strings up to second order in the fermions, for general bosonic backgrounds. We base our work on the so-called normal coordinate expansion. The resulting actions are κ-symmetric and, for the case of surviving background supersymmetries, supersymmetric. We first obtain the type IIa superstring action from the 11D supermembrane by double dimensional...