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160
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SIAMJO
2011
15 years 1 months ago
2011
Abstract. We propose a unifying framework for polyhedral approximation in convex optimization. It subsumes classical methods, such as cutting plane and simplicial decomposition, bu...
200
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TASE
2011
IEEE
15 years 1 months ago
2011
IEEE
: This paper addresses the dynamic pricing problem of a single-item, make-to-stock production system. Demand arrives according to Poisson processes with changeable arrival rate dep...
165
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EOR
2010
15 years 1 months ago
2010
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
164
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INFFUS
2010
15 years 1 months ago
2010
The problem of fusing beliefs in the Dempster-Shafer belief theory has attracted considerable attention over the last two decades. The classical Dempster's Rule has often bee...
182
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INTERSPEECH
2010
15 years 1 months ago
2010
In this paper, we propose a novel boosted mixture learning (BML) framework for Gaussian mixture HMMs in speech recognition. BML is an incremental method to learn mixture models fo...