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EOR
2011
112views more  EOR 2011»
15 years 1 months ago
Continuous time mean variance asset allocation: A time-consistent strategy
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
J. Wang, P. A. Forsyth
RSS
2007
151views Robotics» more  RSS 2007»
15 years 7 months ago
An Implicit Time-Stepping Method for Multibody Systems with Intermittent Contact
— In this paper we present an implicit time-stepping scheme for multibody systems with intermittent contact by incorporating the contact constraints as a set of complementarity a...
Nilanjan Chakraborty, Stephen Berard, Srinivas Ake...
SCA
2007
15 years 8 months ago
Guided time warping for motion editing
Time warping allows users to modify timing without affecting poses. It has many applications in animation systems for motion editing, such as refining motions to meet new timing c...
Eugene Hsu, Marco da Silva, Jovan Popovic
INFORMS
1998
150views more  INFORMS 1998»
15 years 6 months ago
Branch and Infer: A Unifying Framework for Integer and Finite Domain Constraint Programming
constraint abstractions into integer programming, and to discuss possible combinations of the two approaches. Combinatorial problems are ubiquitous in many real world applications ...
Alexander Bockmayr, Thomas Kasper
ICDE
2008
IEEE
214views Database» more  ICDE 2008»
16 years 7 months ago
Efficient Online Subsequence Searching in Data Streams under Dynamic Time Warping Distance
Abstract- Data streams of real numbers are generated naturally in many applications. The technology of online subsequence searching in data streams becomes more and more important ...
Mi Zhou, Man Hon Wong