369 search results - page 10 / 74 » A Stochastic Programming Approach to Power Portfolio Optimiz... |
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
MP
2006
13 years 7 months ago
2006
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
TITS
2008
13 years 7 months ago
2008
Abstract--With the objective of minimizing the total cost, which includes both sensor and congestion costs, the authors adopted a novel sampling theorem approach to address the pro...
DAC
2000
ACM
14 years 8 months ago
2000
ACM
In this paper, we introduce a new technique for modeling and solving the dynamic power management (DPM) problem for systems with complex behavioral characteristics such as concurr...
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...