搜索结果: 1-8 共查到“组合数学 Optimal”相关记录8条 . 查询时间(0.046 秒)
Conditional Optimal Composite Design.
Combinatorics and Statistical Inferencing D-Optimal Experimental Designs with Covering Array Attributes
Combinatorics Statistical Inferencing
2015/3/18
Wh ile D-O p tim al exp er im ental d es ign s ar e u s ed w ith gr eat f r equ en cy in s u r f ace
r es p on s e an alys is th ey als o offer a m ech an is m to s cr een f actor s an d f actor inte...
On optimal investment for a behavioural investor in multiperiod incomplete market models
Optimisation existence and well-posedness in behavioral finance distorsion Choquet integral
2011/9/30
Abstract: We provide easily verifiable conditions for the well-posedness of the optimal investment problem for a behavioral investor in an incomplete discrete-time multiperiod financial market model, ...
Optimal Folding of Data Flow Graphs based on Finite Projective Geometry using Lattice Embedding
Projective Geometry Parallel Scheduling Semi-parallel Architecture
2011/9/29
Abstract: A number of computations exist, especially in area of error-control coding and matrix computations, whose underlying data flow graphs are based on finite projective-geometry(PG) based balanc...
An infinite-horizon optimal control problem and the stability of the adjoint variable (in Russian)
infinite-horizon optimal control problem stability adjoint variable
2011/2/21
Определения и обозначения. Пусть задано метрическое простран-ство X △= Rm. Определим T △= {t ∈ R| t ≥ 0}.
Optimal sets for a class of minimization problems with convex constraints
Convex geometry shape optimization isoperimetric inequalities length
2011/2/24
We look for the minimizers of the functional J( ) = | | − P( ) among planar convex domains constrained to lie into a given ring.
An $f$-divergence approach for optimal portfolios in exponential Levy models
f-divergence exponential Levy models optimal portfolio
2011/1/21
We present a unified approach to get explicit formulas for utility maximising strategies in Exponential Levy models. This approach is related to f-divergence minimal martingale measures and based on a...
Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
Restricted strong convexity weighted matrix completion Optimal bounds with noise
2010/12/3
We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case.We analyze the associated random ob...