This file was created with JabRef 2.2. Encoding: ISO8859_1 @ARTICLE{APW06, author = {Burton W.~Andrews and Kevin M.~Passino and Thomas A.~Waite}, title = {Social Foraging Theory for Robust Multiagent System Design}, journal = {IEEE Transactions on Automation Science and Engineering}, year = {2007}, volume = {4}, pages = {79--86}, number = {1}, month = {January} } @INPROCEEDINGS{APW04, author = {Burton W.~Andrews and Kevin M.~Passino and Thomas A.~Waite}, title = {Foraging theory for decision-making system design: task-type choice}, booktitle = {Proceedings, 43rd IEEE Conference on Decision and Control}, year = {2004}, volume = {5}, pages = {4740--4745}, month = {December}, abstract = {Foraging theory is typically used to model animal decision making. We describe an agent such as an autonomous vehicle or software module as a forager searching for tasks. The prey model is used to predict which types of tasks an agent should choose to maximize its rate of reward. We expand and apply these concepts to fit an autonomous vehicle control problem and to provide insight into how to make high-level control decisions. We also discuss extensions of the basic prey model, showing how a risk-sensitive version can be used to alter policies when time or fuel is limited. Throughout the applications, we examine ways an agent can estimate environmental parameters when such parameters are not known.} } @ARTICLE{HA99, author = {Hal R.~Arkes and Peter Ayton}, title = {The Sunk Cost and Concorde Effects: Are Humans Less Rational Than Lower Animals?}, journal = {Psychological Bulletin}, year = {1999}, volume = {125}, pages = {591--600}, number = {5}, abstract = {The sunk cost effect is a maladaptive economic behavior that is manifested in a greater tendency to continue an endeavor once an investment in money, effort, or time has been made. The Concorde fallacy is another name for the sunk cost effect, except that the former term has been applied strictly to lower animals, whereas the latter has been applied solely to humans. The authors contend that there are no unambiguous instances of the Concorde fallacy in lower animals and also present evidence that young children, when placed in an economic situation akin to a sunk cost one, exhibit more normatively correct behavior than do adults. These findings pose an enigma: Why do adult humans commit an error contrary to the normative cost-benefit rules of choice, whereas children and phylogenetically humble organisms do not? The authors attempt to show that this paradoxical state of affairs is due to humans' overgener- alization of the "Don't waste" rule.}, owner = {tpavlic}, timestamp = {2007.05.06} } @ARTICLE{AG93, author = {Yoram Ayal and Richard F.~Green}, title = {Optimal Egg Distribution Among Host Patches for Parasitoids Subject to Attack by Hyperparasitoids}, journal = {The American Naturalist}, year = {1993}, volume = {141}, pages = {120--138}, number = {1}, month = {January} } @ARTICLE{BK96, author = {Melissa Bateson and Alex Kacelnik}, title = {Rate currencies and the foraging starling: the fallacy of the averages revisited}, journal = {Behavioral Ecology}, year = {1996}, volume = {7}, pages = {341--352}, number = {3} } @ARTICLE{BK95, author = {Melissa Bateson and Alex Kacelnik}, title = {Preferences for Fixed and Variable Food sources: Variability in Amount and Delay}, journal = {Journal of the Experimental Analysis of Behavior}, year = {1995}, volume = {63}, pages = {313--329}, number = {3}, month = {May} } @ARTICLE{BW96, author = {Melissa Bateson and Si\^{a}n C.~Whitehead}, title = {The Energetic Costs of Alternative Rate Currencies in the Foraging Starling}, journal = {Ecology}, year = {1996}, volume = {77}, pages = {1303--1307}, number = {4}, month = {June} } @ARTICLE{LTWK98, author = {Luis M.~Bautista and Joost Tinbergen and Popko Wiersma and Alex Kacelnik}, title = {Optimal Foraging and Beyond: How Starlings Cope with Changes in Food Availability}, journal = {The American Naturalist}, year = {1998}, volume = {152}, number = {4}, month = {October}, abstract = {Foraging adaptations include behavioral and physiological responses, but most optimal foraging models deal exclusively with behavioral decision variables, taking other dimensions as constraints. To overcome this limitation, we measured behavioral and physiological responses of European starlings Sturnus vulgaris to changes in food availability in a laboratory environment. The birds lived in a closed economy with a choice of two foraging modes (flying and walking) and were observed under two treatments (hard and easy) that differed in the work required to obtain food. Comparing the hard with the easy treatment, we found the following differences. In the hard treatment, daily amount of work was higher, but daily intake was lower. Even though work was greater, total daily expenditure was smaller, partly because overnight metabolism was lower. Body mass was lower, but daily oscillation in body mass did not differ. Feces' caloric density was lower, indicating greater food utilization. Energy expenditure rate expressed as multiples of basal metabolic rate (BMR) increased during the working period from 3.5*BMR (easy) to 5.2*BMR (hard), but over the 24-11 period, it was close to 2.4*BMR in both treatments. We also found that rate of expenditure during flight was very high in both treatments (52.3 W in easy and 45.5 W in hard), as expected for short (as opposed to cruising) flights. The relative preferences between walking and flying were incompatible with maximizing the ratio of energy gains per unit of expenditure (efficiency) but compatible with maximizing net gain per unit of time during the foraging cycle (net rate). Neither currency explained the results when nonforaging time was included. Time was not a direct constraint: the birds rested more than 90% of the time in both treatments. Understanding this complex picture requires reasoning with ecological, physiological, and cognitive arguments. We defend the role of optimality as an appropriate tool to guide this integrative perspective.}, keywords = {energy budget, metabolic ceiling, metabolic rate, optimal foraging, starling, Sturnus vulgaris} } @ARTICLE{Bawa82, author = {Vijay S.~Bawa}, title = {Stochastic Dominance: A Research Bibliography}, journal = {Management Science}, year = {1982}, volume = {28}, pages = {698--712}, number = {6}, month = {June}, abstract = {About 400 publications, working papers and books are included in this bibliography on Stochastic Dominance. It contains an exhaustive listing of papers that are either basic contributions to this subject or primarily concerned with applications of the Stochastic Dominance concepts. It also contains selective listing of papers from finance, economics, mathematics, mathematical physics, mathematical psychology, operations research and statistics literature to illustrate the wide applicability of Stochastic Dominance concepts.}, keywords = {STOCHASTIC DOMINANCE; DECISIONS UNDER UNCERTAINTY} } @ARTICLE{Bawa78, author = {Vijay S.~Bawa}, title = {Safety-First, Stochastic Dominance, and Optimal Portfolio Choice}, journal = {The Journal of Financial and Quantitative Analysis}, year = {1978}, volume = {13}, pages = {255--271}, number = {2}, month = {June} } @ARTICLE{Bawa75, author = {Vijay S.~Bawa}, title = {Optimal rules for ordering uncertain prospects.}, journal = {Journal of Financial Economics}, year = {1975}, volume = {2}, pages = {95--121} } @ARTICLE{BL77, author = {Vijay S.~Bawa and Eric B.~Lindenberg}, title = {Capital Market Equilibrium in a Mean-Lower Partial Moment Framework}, journal = {Journal of Financial Economics}, year = {1977}, volume = {5}, pages = {189--200}, abstract = {In this paper, we develop a capital Asset Pricing Model (CAPM) using a mean-lower partial moment framework. We explicitly derive formulae for the equilibrium values of risky assets that hold for arbitrary probability distributions. We show that when the probability distributions and portfolio returns are eitehr normal, stable (with the same characteristic exponent between 1 and 2 and the same skewness parameter, not necessarily zero), or Student-t distributions, our CAPM reduces to teh traditional mean-scale CAPM's. Consequently, since the traditional equilibrium models are special casses of our model, the mean-lower partial moment framework is guaranteed to do at least as well in explaining market data. As an application of our theory, we derive an acceptance criterion for capital investment projects and note that corporate finance theory results developed, for example, in the well-knonw mean-variance framework carry over to th emean-lower partial moment framework.} } @BOOK{Bertsekas95, title = {Nonlinear Programming}, publisher = {Athena Scientific}, year = {1995}, author = {Dimitri P.~Bertsekas}, address = {Belmont, Mass.} } @ARTICLE{Black72, author = {Fischer Black}, title = {Capital Market Equilibrium with Restricted Borrowing}, journal = {The Journal of Business}, year = {1972}, volume = {45}, pages = {444--455}, number = {3}, month = {July} } @ARTICLE{Caraco80, author = {Thomas Caraco}, title = {On Foraging Time Allocation in a Stochastic Environment}, journal = {Ecology}, year = {1980}, volume = {61}, pages = {119--128}, number = {1}, abstract = {A model of foraging in a stochastic environment is presented. Drawing on statistical decision theory, this paper suggests that maximization of expected utility may be a useful optimization criterion for ecological problems. The common notion of feeding preferences is extended to preferences over the probability distributions of net energetic benefits associated with available resources. By incorporating a forager's response to environmental variation, the model can lead to predictions that contrast with those of most deterministic feeding models.}, keywords = {feeding preferences; microhabitat use; optimal foraging; stochastic environment; utility theory} } @ARTICLE{CB05, author = {Yohay Carmel and Yakov Ben-Haim}, title = {Info-Gap Robust-Satisficing Model of Foraging Behavior: Do Foragers Optimize or Satisfice?}, journal = {The American Naturalist}, year = {2005}, volume = {166}, pages = {633--641}, number = {5}, month = {November} } @ARTICLE{Chamberlain83, author = {Gary Chamberlain}, title = {A Characterization of the Distributions that Imply Mean-Variance Utility Functions}, journal = {Journal of Economic Theory}, year = {1983}, volume = {29}, pages = {185--201} } @ARTICLE{Cha81, author = {Eric L.~Charnov}, title = {Marginal Value: An Answer to Templeton and Lawlor}, journal = {The American Naturalist}, year = {1981}, volume = {117}, pages = {394}, number = {3}, month = {March} } @ARTICLE{Cha76, author = {Eric L.~Charnov}, title = {Optimal Foraging: The Marginal Value Theorem}, journal = {Theoretical Population Biology}, year = {1976}, volume = {9}, pages = {129--136}, number = {2}, month = {April} } @ARTICLE{ChaMantid, author = {Eric L.~Charnov}, title = {Optimal Foraging: Attack Strategy of a Mantid}, journal = {The American Naturalist}, year = {1976}, volume = {110}, pages = {141--151}, number = {971}, month = {January--February} } @PHDTHESIS{Cha73, author = {Eric L.~Charnov and Gordon H.~Orians}, title = {Optimal foraging: some theoretical explorations}, school = {University of Washington}, year = {1973} } @ARTICLE{CDHP97, author = {Pornchai Chunhachindaa and Krishnan Dandapanib and Shahid Hamidb and Arun J.~Prakash}, title = {Portfolio selection and skewness: Evidence from international stock markets}, journal = {Journal of Banking \& Finance}, year = {1997}, volume = {21}, pages = {143--167} } @BOOK{ClkMngl00, title = {Dynamic State Variable Models in Ecology}, publisher = {Oxford University Press}, year = {2000}, author = {Colin W.~Clark and Marc Mangel}, address = {New York} } @ARTICLE{Cody74, author = {Martin L.~Cody}, title = {Optimization in Ecology}, journal = {Science}, year = {1974}, volume = {183}, pages = {1156--1164}, number = {4130}, month = {March} } @INPROCEEDINGS{CoxLewis70, author = {David R.~Cox and Peter A.~W.~Lewis}, title = {Multivariate Point Processes}, booktitle = {Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability}, year = {1970}, editor = {Lucien M.~Le Cam and Jerzy Neyman and Elizabeth L.~Scott}, volume = {3}, pages = {401-448}, address = {Berkeley}, publisher = {University of California Press} } @ARTICLE{Dubins57, author = {Lester E.~Dubins}, title = {On curves of minimal length with a constraint on average curvature and with prescribed initial and terminal positions and tangents}, journal = {American Journal of Mathematics}, year = {1957}, volume = {79}, pages = {497--516} } @ARTICLE{Emlen66, author = {John Merritt Emlen}, title = {The Role of Time and Energy in Food Preference}, journal = {The American Naturalist}, year = {1966}, volume = {100}, pages = {611--617}, number = {916}, month = {November--December} } @BOOK{Enderton77, title = {Elements of Set Theory}, publisher = {Academic Press}, year = {1977}, author = {Herbert B.~Enderton}, address = {New York} } @ARTICLE{ES84, author = {Steinar Engen and Nils Chr.~Stenseth}, title = {A general version of optimal foraging theory: the effect of simultaneous encounters.}, journal = {Theoretical Population Biology}, year = {1984}, volume = {26}, pages = {192--204}, number = {2} } @INPROCEEDINGS{FHPBRDDJ03, author = {Richard J.~Freuler and Michael J.~Hoffmann and Theodore P.~Pavlic and James M.~Beams and Jeffrey P.~Radigan and Prabal K.~Dutta and John T.~Demel and Erik D.~Justen}, title = {Experiences with a Comprehensive Freshman Hands-on Course--Designing, Building, and Testing Small Autonomous Robots}, booktitle = {Proceedings of the 2003 American Society for Engineering Education Annual Conference \& Exposition}, year = {2003}, keywords = {TPAVLICVITA} } @BOOK{Gabbay02, title = {Logic with Added Reasoning}, publisher = {Broadview Press}, year = {2002}, author = {Michael Gabbay}, address = {Peterborough, Ontario} } @PHDTHESIS{Gend82, author = {Robert P.~Gendron}, title = {The foraging behavior of bobwhite quail searching for cryptic prey}, school = {Duke University}, year = {1982} } @ARTICLE{GS83, author = {Robert P.~Gendron and John E.~R.~Staddon}, title = {Searching for Cryptic Prey: The Effect of Search Rate}, journal = {The American Naturalist}, year = {1983}, volume = {121}, pages = {172--186}, number = {2}, month = {February} } @ARTICLE{GGP82, author = {James F.~Gilliam and Richard F.~Green and Nolan E.~Pearson}, title = {The Fallacy of the Traffic Policeman: A Response to Templeton and Lawlor}, journal = {The American Naturalist}, year = {1982}, volume = {119}, pages = {875--878}, number = {6}, month = {June} } @ARTICLE{GH99, author = {Henk Grootveld and Winfried Hallerbach}, title = {Variance vs downside risk: Is there really that much difference?}, journal = {European Journal of Operational Research}, year = {1999}, volume = {114}, pages = {304--319} } @BOOK{Halmos74, title = {Naive Set Theory}, publisher = {Springer-Verlag}, year = {1974}, author = {Paul R.~Halmos}, address = {New York} } @BOOK{Halmos50, title = {Measure Theory}, publisher = {Van Nostrand Reinhold}, year = {1950}, author = {Paul R.~Halmos}, address = {New York} } @ARTICLE{HR87, author = {Lawrence D.~Harder and Leslie A.~Real}, title = {Why are Bumble Bees Risk Averse?}, journal = {Ecology}, year = {1987}, volume = {68}, pages = {1104--1108}, number = {4} } @BOOK{Hinman05, title = {Fundamentals of Mathematical Logic}, publisher = {AK Peters}, year = {2005}, author = {Peter G.~Hinman}, address = {Wellesley, MA} } @BOOK{HouMc99, title = {Models of Adaptive Behavior}, publisher = {Cambridge Univ.~Press}, year = {1999}, author = {Alasdair I.~Houston and John M.~McNamara}, address = {Cambridge} } @ARTICLE{HMS07, author = {Alasdair I.~Houston and John M.~McNamara and Mark D.~Steer}, title = {Do we expect natural selection to produce rational behaviour?}, journal = {Philosophical Transactions of the Royal Society of London. Series B, Biological Sciences}, year = {2007} } @ARTICLE{Hughes79, author = {Roger N.~Hughes}, title = {Optimal Diets under the Energy Maximization Premise: The Effects of Recognition Time and Learning}, journal = {The American Naturalist}, year = {1979}, volume = {113}, pages = {209--221}, number = {2}, month = {February} } @ARTICLE{HG05, author = {John M.~C.~Hutchinson and Gerd Gigerenzer}, title = {Simple heuristics and rules of thumb: Where psychologists and behavioural biologists might meet}, journal = {Behavioural Processes}, year = {2005}, volume = {69}, pages = {97--124} } @ARTICLE{IHY81, author = {Yoh Iwasa and Masahiko Higashi and Norio Yamamura}, title = {Prey Distribution as a Factor Determining the Choice of Optimal Foraging Strategy}, journal = {The American Naturalist}, year = {1981}, volume = {117}, pages = {710--723}, number = {5}, month = {May} } @ARTICLE{JohnsMiller63, author = {M.~V.~Johns and Miller,Jr.,R.~G.}, title = {Average Renewal Loss Rates}, journal = {The Annals of Mathematical Statistics}, year = {1963}, volume = {34}, pages = {396--401}, number = {2}, month = {June} } @BOOK{JW96, title = {Discovering Modern Set Theory. I. The Basics}, publisher = {American Mathematical Society}, year = {1996}, author = {Winfried Just and Martin Weese}, volume = {8}, address = {Providence, RI} } @ARTICLE{Kane82, author = {Alex Kane}, title = {Skewness Preference and Portfolio Choice}, journal = {Journal of Financial and Quantitative Analysis}, year = {1982}, volume = {17}, pages = {15--25}, number = {1}, month = {March} } @ARTICLE{KSY93, author = {Hiroshi Konno and Hiroshi Shirakawa and Hiroaki Yamazaki}, title = {A mean-absolute deviation-skewness portfolio optimization model}, journal = {Annals of Operations Research}, year = {1993}, volume = {45}, pages = {205--220}, number = {1}, month = {December} } @ARTICLE{Lai91, author = {Tsong-Yue Lai}, title = {Portfolio selection with skewness: A multiple-objective approach}, journal = {Review of Quantitative Finance and Accounting}, year = {1991}, volume = {1}, pages = {293--305}, number = {3}, month = {July} } @ARTICLE{LR88, author = {Wayne Y.~Lee and Ramesh K.~S.~Rao}, title = {Mean Lower Partial Moment Valuation and Lognormally Distributed Returns}, journal = {Management Science}, year = {1988}, volume = {34}, pages = {446--453}, number = {4}, month = {April} } @ARTICLE{LM69, author = {Richard Levins and Robert MacArthur}, title = {An Hypothesis to Explain the Incidence of Monophagy}, journal = {Ecology}, year = {1969}, volume = {50}, pages = {910--911}, number = {5}, month = {September} } @ARTICLE{Lintner65, author = {John Lintner}, title = {The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets}, journal = {The Review of Economics and Statistics}, year = {1965}, volume = {47}, pages = {13--37}, number = {1}, month = {February} } @ARTICLE{MP66, author = {Robert H.~MacArthur and Eric R.~Pianka}, title = {On Optimal use of a Patchy Environment}, journal = {The American Naturalist}, year = {1966}, volume = {100}, pages = {603--609}, number = {916}, month = {November--December} } @BOOK{MnglClk88, title = {Dynamic Modeling in Behavioral Ecology}, publisher = {Princeton University Press}, year = {1988}, author = {Marc Mangel and Colin W.~Clark}, address = {New Jersey} } @ARTICLE{Mao70, author = {James C.~T.~Mao}, title = {Models of Capital Budgeting, {E}-{V} Vs {E}-{S}}, journal = {The Journal of Financial and Quantitative Analysis}, year = {1970}, volume = {4}, pages = {657--675}, number = {5}, month = {January} } @ARTICLE{Markowitz52, author = {Harry Markowitz}, title = {Portfolio Selection}, journal = {The Journal of Finance}, year = {1952}, volume = {7}, pages = {77--91}, number = {1}, month = {March} } @BOOK{Markowitz59, title = {Portfolio Selection: Efficient Diversification of Investments}, publisher = {Wiley}, year = {1959}, author = {Harry M.~Markowitz}, address = {New York} } @ARTICLE{Marschak46, author = {Jacob Marschak}, title = {{N}eumann's and {M}orgenstern's New Approach to Static Economics}, journal = {The Journal of Political Economy}, year = {1946}, volume = {54}, pages = {97--115}, number = {2}, month = {April} } @BOOK{Martin04, title = {Introducing Symbolic Logic}, publisher = {Broadview Press}, year = {2004}, author = {Robert M.~Martin}, address = {Peterborough, Ontario} } @ARTICLE{McNamara83, author = {John M.~McNamara}, title = {Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process}, journal = {Mathematics of Operations Research}, year = {1983}, volume = {8}, pages = {373--380}, number = {3}, month = {August}, abstract = {We consider the optimal control of a one-dimensional diffusion process over a finite time interval. The process may be controlled by varying the diffusion coefficient. The objective is to maximize the expected value of some function of the state, R, at final time. In this paper we investigate the properties of a particular bang-bang control \sigma_0, and find necessary and sufficient conditions on R for \sigma_0 to be optimal.} } @ARTICLE{McHouCol76, author = {John M.~McNamara and Alasdair I.~Houston and Edmund J.~Collins}, title = {Optimality models in behavioral ecology}, journal = {SIAM Review}, year = {2001}, volume = {43}, pages = {413--466}, number = {3} } @ARTICLE{Merton72, author = {Robert C.~Merton}, title = {An Analytic Derivation of the Efficient Portfolio Frontier}, journal = {The Jounral of Financial and Quantitative Analysis}, year = {1972}, volume = {7}, pages = {1851--1872}, number = {4}, month = {September} } @ARTICLE{Meyer87, author = {Jack Meyer}, title = {Two-Moment Decision Models and Expected Utility Maximization}, journal = {The American Economic Review}, year = {1987}, volume = {77}, pages = {421--430}, number = {3}, month = {June} } @ARTICLE{Mossin66, author = {Jan Mossin}, title = {Equilibrium in a Capital Asset Market}, journal = {Econometrica}, year = {1966}, volume = {34}, pages = {768--783}, number = {4}, month = {October} } @ARTICLE{Murdoch69, author = {William W.~Murdoch}, title = {Switching in General Predators: Experiments on Predator Specificity and Stability of Prey Populations}, journal = {Ecological Monographs}, year = {1969}, volume = {39}, pages = {335--354}, number = {4}, month = {Autumn} } @BOOK{VNM44, title = {Theory of Games and Economic Behavior}, publisher = {Princeton University Press}, year = {1944}, author = {John von Neumann and Oskar Morgenstern} } @ARTICLE{Nonacs01, author = {Peter Nonacs}, title = {State dependent behavior and the Marginal Value Theorem}, journal = {Behavioral Ecology}, year = {2001}, volume = {12}, pages = {71--83}, number = {1}, month = {January} } @ARTICLE{OR83, author = {Joel Owen and Ramon Rabinovitch}, title = {On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice}, journal = {The Journal of Finance}, year = {1983}, volume = {38}, pages = {745--752}, number = {3}, month = {June} } @BOOK{PapoulisPillai02, title = {Probability, Random Variables and Stochastic Processes}, publisher = {McGraw-Hill}, year = {2002}, author = {Athanasios Papoulis and S.~Unnikrishna Pillai}, address = {New York}, edition = {fourth} } @BOOK{Passino04, title = {Biomimicry for Optimization, Control, and Automation}, publisher = {Springer-Verlag}, year = {2005}, author = {Kevin M.~Passino}, address = {London} } @ARTICLE{Passino02, author = {Kevin M.~Passino}, title = {Biomimicry of Bacterial Foraging for Distributed Optimization and Control}, journal = {IEEE Control Systems Magazine}, year = {2002}, volume = {22}, pages = {52--67}, number = {3} } @ARTICLE{PP06, author = {Theodore P.~Pavlic and Kevin M.~Passino}, title = {Foraging Theory for Mobile Agent Speed Choice}, journal = {Engineering Applications of Artificial Intelligence}, note = {Submitted}, keywords = {TPAVLICVITA} } @ARTICLE{PIROLLI05, author = {Peter Pirolli}, title = {Rational Analyses of Information Foraging on the Web}, journal = {Cognitive Science}, year = {2005}, volume = {29}, pages = {343--373}, number = {3} } @ARTICLE{PIROLLICARD99, author = {Peter Pirolli and Stuart Card}, title = {Information Foraging}, journal = {Psychological Review}, year = {1999}, volume = {106}, pages = {643--675}, number = {4} } @ARTICLE{PHM90, author = {Hugh P.~Possingham and Alasdair I.~Houston and John M.~McNamara}, title = {Risk-Averse Foraging in Bees: A Comment on the Model of {H}arder and {R}eal}, journal = {Ecology}, year = {1990}, volume = {71}, pages = {1622--1624}, number = {4} } @ARTICLE{Pulliam75, author = {H.~Ronald Pulliam}, title = {Diet Optimization with Nutrient Constraints}, journal = {The American Naturalist}, year = {1975}, volume = {109}, pages = {765--768}, number = {970}, month = {November--December} } @ARTICLE{Pulliam74, author = {H.~Ronald Pulliam}, title = {On the Theory of Optimal Diets}, journal = {The American Naturalist}, year = {1974}, volume = {108}, pages = {59--74}, number = {959}, month = {January--February} } @ARTICLE{PPC77, author = {Graham H.~Pyke and H.~Ronald Pulliam and Eric L.~Charnov}, title = {Optimal Foraging: A Selective Review of Theory and Tests}, journal = {The Quarterly Review of Biology}, year = {1977}, volume = {52}, pages = {137--154}, number = {2} } @ARTICLE{QAP06, author = {Nicanor Quijano and Burton W.~Andrews and Kevin M.~Passino}, title = {Foraging Theory for Multizone Temperature Control}, journal = {IEEE Computational Intelligence Magazine}, note = {To appear} } @ARTICLE{Rapport71, author = {David J.~Rapport}, title = {An Optimization Model of Food Selection}, journal = {The American Naturalist}, year = {1971}, volume = {105}, pages = {575--587}, number = {946}, month = {November--December} } @ARTICLE{RT77, author = {David J.~Rapport and James E.~Turner}, title = {Economic Models in Ecology}, journal = {Science}, year = {1977}, volume = {195}, pages = {367--373}, number = {4276}, month = {January} } @ARTICLE{Real91, author = {Leslie A.~Real}, title = {Animal Choice Behavior and the Evolution of Cognitive Architecture}, journal = {Science}, year = {1991}, volume = {253}, pages = {980--986}, number = {5023}, month = {August} } @ARTICLE{Real80, author = {Leslie A.~Real}, title = {Fitness, Uncertainty, and the Role of Diversification in Evolution and Behavior}, journal = {The American Naturalist}, year = {1980}, volume = {115}, pages = {623--638}, number = {5}, month = {May} } @ARTICLE{REH90, author = {Leslie Real and Stephen Ellner and Lawrence D.~Harder}, title = {Short-Term Energy Maximization and Risk-Aversion in Bumble Bees: A Reply to {P}ossingham et.~al}, journal = {Ecology}, year = {1990}, volume = {71}, pages = {1625--1628}, number = {4}, month = {August} } @ARTICLE{RF94, author = {Brian M.~Rom and Kathleen W.~Ferguson}, title = {Post-Modern Portfolio Theory Comes of Age}, journal = {Journal of Investing}, year = {1994}, pages = {11--17}, month = {Fall} } @BOOK{Roman92, title = {Advanced Linear Algebra}, publisher = {Springer-Verlag}, year = {1992}, author = {Steven Roman}, address = {New York} } @ARTICLE{RS70, author = {Michael Rothschild and Joseph E.~Stiglitz}, title = {Increasing Risk: 1. {A} Definition}, journal = {Journal of Economic Theory}, year = {1970}, volume = {2}, pages = {225--243}, month = {September} } @ARTICLE{RoMerCow04, author = {J.~Marcus Rowcliffe and Emmanuel de Merode and Guy Cowlishaw}, title = {Do wildlife laws work? Species protection and the application of a prey choice model to poaching decisions}, journal = {Proceedings of The Royal Society of London. Series B, Biological Sciences}, year = {2004}, volume = {271}, pages = {2631--2636}, number = {1557} } @BOOK{Rudin76, title = {Principles of Mathematical Analysis}, publisher = {McGraw-Hill}, year = {1976}, author = {Walter Rudin}, address = {New York}, edition = {third} } @ARTICLE{Schoener71, author = {Thomas W.~Schoener}, title = {Theory of Feeding Strategies}, journal = {Annual Review of Ecology and Systematics}, year = {1971}, volume = {2}, pages = {369--404} } @ARTICLE{Sharpe94, author = {William F.~Sharpe}, title = {The Sharpe Ratio}, journal = {Journal of Portfolio Management}, year = {1994}, volume = {21}, pages = {49--58}, number = {1}, month = {Fall}, abstract = {In Sharpe (1966), a measure for the performance of mutual funds was introduced, described then as the reward-to-variability ratio and now as the Sharpe Ratio. The Sharpe Ratio is designed to measure the expect return per unit of risk for a zero-investment strategy. The difference between the returns on 2 investment assets represents the results of such a strategy. The ratio of expected added return per unit of added risk provides a convenient summary of 2 important aspects of any strategy involving the difference between the return of a fund and that of a relevant benchmark. The Sharpe Ratio is designed to provide such a measure. Properly used, it can improve the process of managing investments.} } @ARTICLE{Sharpe66, author = {William F.~Sharpe}, title = {Mutual Fund Performance}, journal = {Journal of Business}, year = {1966}, volume = {39}, pages = {119--138}, number = {1}, month = {January} } @ARTICLE{Sharpe64, author = {William F.~Sharpe}, title = {Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk}, journal = {The Journal of Finance}, year = {1964}, volume = {19}, pages = {425--442}, number = {3}, month = {September} } @ARTICLE{SW86, author = {J.~Clay Singleton and John Wingender}, title = {Skewness Persistence in Common Stock Returns}, journal = {The Journal of Financial and Quantitative Analysis}, year = {1986}, volume = {21}, pages = {335--341}, number = {3}, month = {September}, abstract = {Recent empirical studies have found ex post common stock returns to be consistently positively skewed. The frequency of positive skewness in this study is found to be relatively stable over varying time periods from 1961 to 1980.However, the skewness of individual stocks and portfolios of stocks does not persist across different time periods. Positively skewed equity portfolios in one period are not likely to be positively skewed in the next time period. Past positively-skewed returns do not predict future positively-skewed returns.} } @ARTICLE{SC82, author = {David W.~Stephens and Eric L.~Charnov}, title = {Optimal Foraging: Some Simple Stochastic Models}, journal = {Behavioral Ecology and Sociobiology}, year = {1982}, volume = {10}, pages = {251--263} } @BOOK{SK86, title = {Foraging Theory}, publisher = {Princeton Univ.~Press}, year = {1986}, author = {David W.~Stephens and John R.~Krebs}, address = {Princeton, NJ} } @BOOK{Stoll79, title = {Set Theory and Logic}, publisher = {Dover}, year = {1979}, author = {Robert R.~Stoll}, address = {New York} } @ARTICLE{TL81, author = {Alan R.~Templeton and Lawrence R.~Lawlor}, title = {The Fallacy of the Averages in Ecological Optimization Theory}, journal = {The American Naturalist}, year = {1981}, volume = {117}, pages = {390--393}, number = {3}, month = {March} } @BOOK{Tignol01, title = {Galois' Theory of Algebraic Equations}, publisher = {World Scientific}, year = {2001}, author = {Jean-Pierre Tignol}, address = {Singapore} } @ARTICLE{Tobin58, author = {James Tobin}, title = {Liquidity Preference as Behavior Towards Risk}, journal = {The Review of Economic Studies}, year = {1958}, volume = {25}, pages = {65--86}, number = {2}, month = {February} } @ARTICLE{Tsiang72, author = {S.~C.~Tsiang}, title = {The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money}, journal = {The American Economic Review}, year = {1972}, volume = {62}, pages = {354--371}, number = {3}, month = {June} } @ARTICLE{TGS82, author = {Michael Turelli and John H.~Gillespie and Thomas W.~Schoener}, title = {The Fallacy of the Fallacy of the Averages in Ecological Optimization Theory}, journal = {The American Naturalist}, year = {1982}, volume = {119}, pages = {879--884}, number = {6}, month = {June} } @BOOK{Viniotis98, title = {Probability and Random Processes for Electrical Engineering}, publisher = {McGraw-Hill}, year = {1998}, author = {Yannis Viniotis}, address = {New York} } @ARTICLE{WaBeHaBo06, author = {Eric Wajnberg and Pierre Bernhard and Fr\'ed\'eric Hamelin and Guy Boivin}, title = {Optimal patch time allocation for time-limited foragers}, journal = {Behavioral Ecology and Sociobiology}, year = {2006}, volume = {60}, pages = {1--10} } @ARTICLE{WPA88, author = {A.~H.~Welsh and A.~Townsend Peterson and Stuart A.~Altmann}, title = {The Fallacy of Averages}, journal = {The American Naturalist}, year = {1988}, volume = {132}, pages = {277-288}, number = {2}, month = {August} } @ARTICLE{WH74, author = {Earl E.~Werner and Donald J.~Hall}, title = {Optimal Foraging and the Size Selection of Prey by the Bluegill Sunfish ({\it \MakeUppercase{L}epomis macrochirus})}, journal = {Ecology}, year = {1974}, volume = {55}, pages = {1042--1052}, number = {5} } @BOOK{Krantz01, title = {Dictionary of Algebra, Arithmetic, and Trigonometry}, publisher = {CRC Press}, year = {2001}, editor = {Steven George Krantz}, address = {Boca Raton, Florida} }