نتایج جستجو برای: site and multi

تعداد نتایج: 16951142  

2008
Brian Go

Let I = [0, N − 1] denote the set of indices. We define the set of states S to contain all maps of type I → R for fixed positive N ∈ N (representing the number of agents). For each s ∈ S, i ∈ I, s(i) represents the value held by the agent with ID i. We denote the arbitrarily fixed start state s0. We introduce the function g whose domain MR is the set of non-empty finite multisets of real number...

2004
Zhi Da

This paper directly links the risk premium on an asset to two characteristics of its underlying cash flow: cash flow covariance with aggregate consumption; and cash flow duration, which measures the temporal pattern of the cash flow. Their impact on the cross-sectional variation of risk premia can be largely captured by a two-factor cash flow model. While cash flow covariance is of firstorder i...

Journal: :J. Comb. Optim. 2011
Nikita Boyko Timofey Turko Vladimir Boginski David E. Jeffcoat Stan Uryasev Grigoriy Zrazhevsky Panos M. Pardalos

This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic and stochastic cases using linear 0–1 programming techniques. Equivalent formulations are developed in terms of cardinality constraints. We conducted numerical case studies and analyzed the performance of optimization...

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