We consider a multi-channel opportunistic communication system where the states of these channels evolve as independent and statistically identical Markov chains (the Gilbert-Elli...
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...
Some real-world problems are partially decomposable, in that they can be decomposed into a set of coupled subproblems, that are each relatively easy to solve. However, when these ...
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Asymptotically optimal bit allocation among a set of quantizers for a finite collection of sources was determined in 1963 by Huang and Schultheiss. Their solution, however, gives ...