An Information-Theoretic Approach to Portfolio Optimization

WN Djakam, MM Tanik - SoutheastCon 2022, 2022 - ieeexplore.ieee.org
In this work, we study Probabilistic Optimization Problems (PCOPs) under the a priori
method. The randomness of input variables makes the analysis of PCOPs difficult. We use a …

Modeling Probabilistic Combinatorial Optimization Problems on Graphs Using Communication Channel

WN Djakam - 2022 - search.proquest.com
Abstract This thesis studies Combinatorial Optimization Problems (COPs) on graphs that
integrate uncertainty in the problem definition. We focus on Probabilistic Combinatorial …

Modeling Probabilistic Combinational Optimization Problems on Graphs Using Communication Channel

W Ngambou Djakam - 2022 - digitalcommons.library.uab.edu
Abstract This thesis studies Combinatorial Optimization Problems (COPs) on graphs that
integrate uncertainty in the problem definition. We focus on Probabilistic Combinatorial …