We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
We consider a novel class of applications where a set of activities conducted by a group of people over a time period needs to be planned, taking into account each member's p...
This paper conducts experiments with three skewed data sets, seeking to demonstrate problems when skewed data is used, and identifying counter problems when data is balanced. The b...
In this paper we present a new notion of what it means for a problem in P to be inherently sequential. Informally, a problem L is strictly sequential P-complete if when the best kn...
— We consider the problem of optimal control in continuous and partially observable environments when the parameters of the model are not known exactly. Partially Observable Mark...