We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
: Ant Colony Optimization (ACO) is a class of metaheuristic algorithms sharing the common approach of constructing a solution on the basis of information provided both by a standar...
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...
We provide a unifying geometric framework for the analysis of general classes of duality schemes and penalty methods for nonconvex constrained optimization problems. We present a ...
This paper considers actuator redundancy management for a class of overactuated nonlinear systems. Two tools for distributing the control effort among a redundant set of actuators...