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On the Problem of Maximizing the Probability of Successful Passing of a Time-Limited Test
AbstractThe problem of finding the optimal sequence of performing a set of tasks in a time-limited test is considered. That is, a task group is...
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On maximizing probabilities for over-performing a target for Markov decision processes
This paper studies the dual relation between risk-sensitive control and large deviation control of maximizing the probability for out-performing a...
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On streaming algorithms for maximizing a supermodular function plus a MDR-submodular function on the integer lattice
In this paper, we provide a streaming algorithm for the problem of maximizing the sum of a supermodular function and a nonnegative monotone...
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Two approximation algorithms for maximizing nonnegative weakly monotonic set functions
Many combinatorial optimization problems can be reduced to submodular optimization problems. However, many cases in practical applications do not...
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Adaptive Algorithms on Maximizing Monotone Nonsubmodular Functions
Submodular optimization is widely used in large datasets. In order to speed up the problems solving, it is essential to design low-adaptive...
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Multi-instance learning by maximizing the area under receiver operating characteristic curve
The purpose of this study is to solve the multi-instance classification problem by maximizing the area under the Receiver Operating Characteristic...
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On the firefighter problem with spreading vaccination for maximizing the number of saved nodes: the IP model and LP rounding algorithms
When an infectious disease spreads, how to quickly vaccinate with a limited budget per time step to reduce the impact of the virus is very important....
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Approximate Methods for Solving Chance-Constrained Linear Programs in Probability Measure Space
A risk-aware decision-making problem can be formulated as a chance-constrained linear program in probability measure space. Chance-constrained linear...
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Some Classes of Probability Distributions
The relevance of the previously introduced moment and correlation-type functionals can be illustrated by examples of some classical classes of...
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Applying the Separation of Probability Distribution Mixtures to Problems of Financial Analysis
AbstractThe problem of separating mixtures of probability distributions is considered. A way of optimizing is proposed as an alternative to the...
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Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk
AbstractThe paper presents a constructive description of the set of all efficient (Pareto-optimal) investment portfolios in a new setting, where the...
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Matrix concentration inequalities and free probability
A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral...
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Fast algorithms for maximizing monotone nonsubmodular functions
In recent years, with the more and more researchers studying the problem of maximizing monotone (nonsubmodular) objective functions, the...
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Probability estimation via policy restrictions, convexification, and approximate sampling
This paper develops various optimization techniques to estimate probability of events where the optimal value of a convex program, satisfying certain...
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An Algorithm Is Described for Predicting the Probability of Success of Signal Transmission in a Wireless Communication System Using Machine Learning
AbstractA dynamic machine learning algorithm is described for predicting the probability of successful signal transmission and adaptive signal...
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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
We consider an optimal robust investment and reinsurance problem for a general insurance company which holds shares of an insurance company and a...
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Maximizing wind farm efficiency by positioning wind turbines optimally and accounting for hub height
Wind energy is increasingly participating in the energy matrix of countries as an alternative source of sustainable energy. Wind farms (WF) are the...
