A multi period portfolio selection using chance constrained programming

Hassanlou, Khadijeh

doi:10.5267/j.dsl.2017.1.001

Cited by 6 publications

(1 citation statement)

References 22 publications

(24 reference statements)

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“…In CCP, the objective function should be achieved with the stochastic constraints held at least α of time, where α is provided as an appropriate safety margin by the decision maker [6].…”

Section: Chance Constrained Programmingmentioning

confidence: 99%

Minimizing Response Time of IoT-Based Traffic Information System through Decentralized Server System

Hassanlou¹,

Sun²,

Fang³

2020

Proceedings of the Annual Hawaii International Conference on System Sciences

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Many metropolises seek to relieve traffic congestions and reduce vehicle accidents by implementing Intelligent Traffic Information Systems. These systems manage continuous communication between vehicles, various roadside IoT devices and a central server in real time for traffic control and vehicle navigations. Short response time is critical to the success of these time-sensitive systems. For a small area, a system with centralized server architecture may just work fine. For a larger area with more IoT devices and traffic, however, the system may experience excessive response time as a result of increased network distance and constrained server processing capacity. We propose a decentralized server system to properly manage and reduce service response time. We have also developed a binary nonlinear constrained programming model with Genetic Algorithm for a heuristic solution.

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“…In CCP, the objective function should be achieved with the stochastic constraints held at least α of time, where α is provided as an appropriate safety margin by the decision maker [6].…”

Section: Chance Constrained Programmingmentioning

confidence: 99%