output
20082026
most citedA Survey of Contextual Optimization Methods for Decision Making under Uncertainty

152 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2012Show all

4 papers · 1 filter

cs.IT2012★ 4 cited

Dual-Based Bounds for Resource Allocation in Zero-forcing Beamforming OFDMA-SDMA Systems

Diego Perea-Vega, Jean-Francois Frigon, Andre Girard

We consider multi-antenna base stations using orthogonal frequency division multiple access and space division multiple access techniques to serve single-antenna users. Some users,…

q-fin.PR2012

Optimal hedging in discrete time

Bruno Rémillard, Sylvain Rubenthaler

Building on the work of Schweizer (1995) and Cern and Kallseny (2007), we present discrete time formulas minimizing the mean square hedging error for multidimensional assets. In pa…

math.OC2012

ε-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents

Mojtaba Nourian, Peter E. Caines

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a populati…

math.OC2012

Linear Consensus Algorithms Based on Balanced Asymmetric Chains

Sadegh Bolouki, Roland P. Malhame

Multi agent consensus algorithms with update steps based on so-called balanced asymmetric chains, are analyzed. For such algorithms it is shown that (i) the set of accumulation poi…