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CORR
2008
Springer
93views Education» more  CORR 2008»
15 years 7 months ago
An optimization problem on the sphere
We prove existence and uniqueness of the minimizer for the average geodesic distance to the points of a geodesically convex set on the sphere. This implies a corresponding existen...
Andreas Maurer
143
Voted
EOR
2000
120views more  EOR 2000»
15 years 6 months ago
Tabu Search applied to global optimization
A new algorithm called Enhanced Continuous Tabu Search (ECTS) is proposed for the global optimization of multiminima functions. It results from an adaptation of combinatorial Tabu...
Rachid Chelouah, Patrick Siarry
158
Voted
JC
2002
63views more  JC 2002»
15 years 6 months ago
On the Complexity of Exclusion Algorithms for Optimization
Exclusion algorithms are a well-known tool in the area of interval analysis for finding all solutions of a system of nonlinear equations or for finding the global minimum of a fun...
Eugene L. Allgower, Melissa Erdmann, Kurt Georg
FS
2010
163views more  FS 2010»
15 years 4 months ago
On optimal portfolio diversification with respect to extreme risks
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
Georg Mainik, Ludger Rüschendorf
196
Voted
ICML
2010
IEEE
15 years 8 months ago
Inverse Optimal Control with Linearly-Solvable MDPs
We present new algorithms for inverse optimal control (or inverse reinforcement learning, IRL) within the framework of linearlysolvable MDPs (LMDPs). Unlike most prior IRL algorit...
Dvijotham Krishnamurthy, Emanuel Todorov