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CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
16 years 2 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
INFOCOM
2007
IEEE
16 years 1 months ago
The Impact of Stochastic Noisy Feedback on Distributed Network Utility Maximization
—The implementation of distributed network utility maximization (NUM) algorithms hinges heavily on information feedback through message passing among network elements. In practic...
Junshan Zhang, Dong Zheng, Mung Chiang
211
Voted
TLCA
2005
Springer
16 years 1 months ago
Recursive Functions with Higher Order Domains
In a series of articles, we developed a method to translate general recursive functions written in a functional programming style into constructive type theory. Three problems rema...
Ana Bove, Venanzio Capretta
190
Voted
STOC
2010
ACM
194views Algorithms» more  STOC 2010»
16 years 13 days ago
Multi-parameter mechanism design and sequential posted pricing
We study the classic mathematical economics problem of Bayesian optimal mechanism design where a principal aims to optimize expected revenue when allocating resources to self-inte...
Shuchi Chawla, Jason Hartline, David Malec and Bal...
KR
1998
Springer
15 years 11 months ago
Combining Narratives
A theory is elaboration tolerant to the extent that new information can be incorporated with only simple changes. The simplest change is conjoining new information, and only conju...
John McCarthy, Tom Costello