- In this paper, we propose a Multiobjective Self-adaptive Differential Evolution algorithm with objective-wise learning strategies (OW-MOSaDE) to solve numerical optimization pr...
Vicky Ling Huang, Shuguang Z. Zhao, Rammohan Malli...
Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two sta...
Ingo Oesterreicher, Andreas Mitschele, Frank Schlo...
In this paper a planning framework based on Ant Colony Optimization techniques is presented. It is well known that finding optimal solutions to planning problems is a very hard co...
Marco Baioletti, Alfredo Milani, Valentina Poggion...
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...