2 papers
cs.GT2016
The Dating Problem and Optimal Ordering of Sequential Opportunities
Giuseppe C. Calafiore
In this paper, we discuss a stochastic decision problem of optimally selecting the order in which to try opportunities that may yield an uncertain reward in the future. The mot…
q-fin.RM2016
Risk measures and Margining control
Giuseppe Carlo Calafiore, Leonardo Massai
This document constitutes the final report of the contractual activity between Directa SIM and Dipartimento di Automatica e Informatica, Politecnico di Torino, on the research topi…