A review is given to the recent developments of the studies for the continuous time Merton portfolio optimization problems. They include risk-sensitive portfolio optimization problems, upside chance and downside risk probabilities optimization and optimal consumption problems. The developments follow by the ideas of Fleming(1995) given in IMA Vo...
Creator:
Sheu, Shuenn-jyi (National Central University)
Created:
2018-05-07
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Joint with Gaik Ambartsoumian.In thermoacoustic tomography TAT (sometimes called TCT), one triggersan ultrasound signal from the medium by radiating it with a short EM pulse. Mathematically speaking, under ideal conditions, the imaging problem boils down to inversion of a spherical Radon transform. The talk will survey known results and open pro...
Creator:
Kuchment, Peter (Texas A & M University)
Created:
2006-01-10
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
In this lecture we will review some classic and more recent results on the class of log-concave functions, focusing on the analogies with the theory of convex bodies. We will be particularly interested in functional inequalities. The main example will be the Prékopa-Leindler inequality, that we will present along with its 'infinitesimal' version...
Creator:
Colesanti, Andrea (Università di Firenze)
Created:
2015-04-27
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
This sign directed students to online research help while library staff was working from home. It reads: "Looking for Research Help? Research Support is available online this semester. Email your question to [email address] or chat with the librarian on the library homepage, [URL]"
Creator:
Aue, Shana
Created:
2021-03-23
Contributed By:
Archives and Special Collections, Kathryn A. Martin Library, University of Minnesota Duluth
In this short essay, Native elder Sharon Doolittle Shuck reflects on entering her eighth decade of life and all the changes that have happened in the world and her community during her lifetime. She discusses how things have changed even more dramatically and quickly in 2020 due to the COVID-19 pandemic, with video chats, online banking and orde...
Creator:
Shuck, Sharon Doolittle
Created:
2020
Contributed By:
Archives and Special Collections, Kathryn A. Martin Library, University of Minnesota Duluth
We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the G-MCP-Bandit algorithm asymptotically achieves the optimal cumulative regret in the sample size dimension T,...
Creator:
Wei, Mike (University at Buffalo (SUNY))
Created:
2018-12-05
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
This is a new concept of publication for image processing. Putting image processing and image analysis algorithms on line allows every researcher to test directly the algorithms on his (her) own images. Some sample images are also proposed on each algorithm site. This project is under construction, but several algorithms are already available at...
Creator:
Morel, Jean-Michel (École Normale Supérieure de Cachan)
Created:
2009-10-07
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Online bipartite matching is a fundamental problem in OR and CS with applications such as offering products to customers or allocating jobs to candidates, advertisers to ad slots, or drivers to passengers. These problems can be abstracted as follows: there are fixed resources, which must be allocated on-the-fly, without assuming anything about f...
Creator:
Simchi-Levi, David (Massachusetts Institute of Technology)
Created:
2017-07-24
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
We consider an online assortment optimization problem with n substitutable products with reusable capacities. In each period, a user with a preference model (potentially adversarially chosen) arrives to the platform, and is offered an assortment of products that have available capacity. The user selects a product p from the offered assortment ac...
Creator:
Goyal, Vineet (Columbia University)
Created:
2018-10-03
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.