Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Alvaro Maggiar"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8eb9a7975586ffc4dd2668908f335fb
https://doi.org/10.2139/ssrn.4154780
https://doi.org/10.2139/ssrn.4154780
Publikováno v:
SIAM Journal on Optimization. 28:1478-1507
In this paper we consider the optimization of a functional $F$ defined as the convolution of a function $f$ with a Gaussian kernel. We propose this type of objective function for the optimization of the output of complex computational simulations, wh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::766173675b3f12e1f538c9a6a9b64058
https://doi.org/10.1137/15m1031679
https://doi.org/10.1137/15m1031679
Publikováno v:
2018 Winter Simulation Conference (WSC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a7e69280425d8f53a6aead64a2eff96
https://doi.org/10.1109/wsc.2018.8632370
https://doi.org/10.1109/wsc.2018.8632370
Autor:
Alvaro Maggiar, Irina S. Dolinskaya
Publikováno v:
Journal of Guidance, Control, and Dynamics. 37:813-827
This paper presents an algorithm that constructs a fastest curvature-constrained path in a direction-dependent environment for given initial and target locations and heading angles. The problem studied here is a generalization of the classical Dubins
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff3748e4b6b58b7a7c92a021f4b1ae3f
https://doi.org/10.2514/1.61778
https://doi.org/10.2514/1.61778
Publikováno v:
Journal of Combinatorial Optimization. 28:38-57
Considerable research has been done on the vehicle routing problem and its variants; however only limited amount of existing work deals with possible environmental conditions and their effects on the vehicle routes. This paper presents the multiple-d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a7774c6458afd91fc829ebef1b9369e
https://doi.org/10.1007/s10878-014-9732-2
https://doi.org/10.1007/s10878-014-9732-2
Autor:
Alvaro Maggiar, Ali Sadighian
Publikováno v:
SSRN Electronic Journal.
We study the problem of a retailer that maximizes profit through joint replenishment, pricing and removal decisions. This problem is motivated by the observation that retailers usually retain rights to remove inventory from their network either by re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::061699ffa6c44c19e6c7d2366331c891
https://doi.org/10.2139/ssrn.3018984
https://doi.org/10.2139/ssrn.3018984
Autor:
Alvaro Maggiar, Irina S. Dolinskaya
Publikováno v:
The International Journal of Robotics Research. 31:1761-1793
This paper characterizes time-optimal trajectories in anisotropic (direction-dependent) environments where path curvatures are bounded by the inverse of the minimum-turning radius of a mobile agent. Such problems are often faced in the navigation of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::790c4f46cf0d229f0a6d1a4b6987ccfd
https://doi.org/10.1177/0278364912458464
https://doi.org/10.1177/0278364912458464
Autor:
Alvaro Maggiar
Publikováno v:
SSRN Electronic Journal.
In this paper we study the application of the Black-Litterman model to an active fixed-income portfolio management. We present a rigorous derivation of the model in a general setting and then move on to apply it to active management. We derive the ch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d0e012a7cb9918c87aae6d4457048b1
https://doi.org/10.2139/ssrn.2655810
https://doi.org/10.2139/ssrn.2655810