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...
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...
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...
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...
We present a fully four-dimensional, globally convergent, incremental gradient algorithm to estimate the continuous-time tracer density from list mode positron emission tomography...