Browsing by Subject "Convex combinations"
Now showing items 1-5 of 5
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Article
The complexity of equilibria for risk-modeling valuations
(2016)Following the direction pioneered by Fiat and Papadimitriou in their 2010 paper [12], we study the complexity of deciding the existence of mixed equilibria for minimization games where players use valuations other than ...
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Conference Object
Lossless coding with generalized criteria
(2011)This paper presents prefix codes which minimize various criteria constructed as a convex combination of maximum codeword length and average codeword length, or, a convex combination of the average of an exponential function ...
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Article
Optimal merging algorithms for lossless codes with generalized criteria
(2014)This paper presents lossless prefix codes optimized with respect to a payoff criterion consisting of a convex combination of maximum codeword length and average codeword length. The optimal codeword lengths obtained are ...
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Conference Object
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation
(Institute of Electrical and Electronics Engineers Inc., 2014)This paper is concerned with the application of recent results in optimization of stochastic uncertain systems on general abstract spaces, when the uncertain probability measure of the system is described by a ball with ...
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Conference Object
Stochastic optimal control subject to variational norm uncertainty: Viscosity subsolution for generalized HJB inequality
(2009)This paper is concerned with optimization of stochastic uncertain systems, when systems are described by measures and the pay-off by a linear functional on the space of measure, on general abstract spaces. Robustness is ...