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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
13 years 8 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»
14 years 25 days 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»
13 years 8 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»
13 years 5 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
14 years 8 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