In this paper we propose a novel iterative search procedure for multi-objective optimization problems. The iteration process – though derivative free – utilizes the geometry o...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
In this paper we present an enhancement of edit distance based music performance annotation. The annotation captures musical expressivity not only in terms of timing deviations but...
We search for assignments of numbers to the amino acids (property codes) that maximize the autocorrelation function signal in given protein sequence data by an iterative method. Ou...
Abstract. We adopt the Markov chain framework to model bilateral negotiations among agents in dynamic environments and use Bayesian learning to enable them to learn an optimal stra...