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ANOR
2007
73views more  ANOR 2007»
15 years 7 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
CORR
2010
Springer
127views Education» more  CORR 2010»
15 years 7 months ago
Mean field for Markov Decision Processes: from Discrete to Continuous Optimization
We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal...
Nicolas Gast, Bruno Gaujal, Jean-Yves Le Boudec
CORR
2007
Springer
72views Education» more  CORR 2007»
15 years 7 months ago
WACA: A Hierarchical Weighted Clustering Algorithm optimized for Mobile Hybrid Networks
—Clustering techniques create hierarchal network structures, called clusters, on an otherwise flat network. In a dynamic environment—in terms of node mobility as well as in ter...
Matthias R. Brust, Adrian Andronache, Steffen Roth...
JSAC
2006
128views more  JSAC 2006»
15 years 7 months ago
Optimized Transmission for Fading Multiple-Access and Broadcast Channels With Multiple Antennas
In mobile wireless networks, dynamic allocation of resources such as transmit powers, bit-rates, and antenna beams based on the channel state information of mobile users is known t...
Mehdi Mohseni, Rui Zhang, John M. Cioffi
TCS
2008
15 years 7 months ago
Optimizing deletion cost for secure multicast key management
Multicast and broadcast are efficient ways to deliver messages to a group of recipients in a network. Due to the growing security concerns in various applications, messages are oft...
Zhi-Zhong Chen, Ze Feng, Minming Li, F. Frances Ya...