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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
15 years 2 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
CDC
2009
IEEE
119views Control Systems» more  CDC 2009»
15 years 7 months ago
On-line adaptive optimal timing control of switched systems
Abstract— In this paper we consider the problem of optimizing over the switching times for a multi-modal dynamic system when the complete cost-to-go is not available. The instant...
Xu Chu Ding, Yorai Wardi, Magnus Egerstedt
DEDS
2010
88views more  DEDS 2010»
15 years 2 months ago
Optimal Admission Control of Discrete Event Systems with Real-Time Constraints
Abstract-- The problem of optimally controlling the processing rate of tasks in Discrete Event Systems (DES) with hard real-time constraints has been solved in [9] under the assump...
Jianfeng Mao, Christos G. Cassandras
CORR
2010
Springer
201views Education» more  CORR 2010»
14 years 12 months ago
Online Advertisement, Optimization and Stochastic Networks
In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these compan...
R. Srikant
ISBI
2004
IEEE
16 years 3 months ago
A Fast Fully 4D Incremental Gradient Reconstruction Algorithm for List Mode PET Data
We present a fully four-dimensional, globally convergent, incremental gradient algorithm to estimate the continuous-time tracer density from list mode positron emission tomography...
Quanzheng Li, Evren Asma, Richard M. Leahy