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MANSCI
2008
122views more  MANSCI 2008»
13 years 8 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
CDC
2009
IEEE
106views Control Systems» more  CDC 2009»
14 years 1 months ago
Gradient methods for iterative distributed control synthesis
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
Karl Martensson, Anders Rantzer
SASO
2009
IEEE
14 years 3 months ago
Distributed W-Learning: Multi-Policy Optimization in Self-Organizing Systems
—Large-scale agent-based systems are required to self-optimize towards multiple, potentially conflicting, policies of varying spatial and temporal scope. As a result, not all ag...
Ivana Dusparic, Vinny Cahill
ICPADS
2007
IEEE
14 years 2 months ago
Optimization on distributed user management in Wireless Sensor Networks
In this paper, we address one of the Wireless Sensor Network (WSN) management problems – optimization on the execution of multiple commands. The objective of the paper is to pro...
MingJian Tang, Jinli Cao
ISPASS
2003
IEEE
14 years 1 months ago
Performance analysis and optimization of a distributed Video on Demand service
Video on Demand (VoD) services are very appealing these days. In this work, we discuss four distinct alternatives for the architecture of a VoD server and compare their performanc...
Daniela Alvim Seabra dos Santos, Alex Borges Vieir...