30 search results - page 1 / 6 » An optimal investment problem with randomly terminating inco... |
CDC
2009
IEEE
14 years 8 days ago
2009
IEEE
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...
MANSCI
2007
13 years 7 months ago
2007
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
SODA
2010
ACM
14 years 4 months ago
2010
ACM
We consider the problem of fault-tolerant agreement in a crash-prone synchronous system. We present a new randomized consensus algorithm that achieves optimal communication effici...
ICC
2009
IEEE
14 years 2 months ago
2009
IEEE
—The two-way relay channel (TWRC) describes the communication between two terminals sharing a common relay. In this work we compare different protocols for the TWRC with a half-d...
MDM
2007
Springer
14 years 1 months ago
2007
Springer
— We consider the problem of efficiently broadcasting incremental updates to multiple terminals that contain outdated (and possibly different) initial copies of the data. This s...