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EOR
2008
200views more  EOR 2008»
13 years 11 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
CORR
2007
Springer
134views Education» more  CORR 2007»
13 years 10 months ago
An Analytical Study of a Structured Overlay in the presence of Dynamic Membership
— In this paper, we present a complete analytical study of dynamic membership (aka churn) in structured peer-to-peer networks. We use a master-equation-based approach, which is u...
Supriya Krishnamurthy, Sameh El-Ansary, Erik Aurel...
JSAC
2006
153views more  JSAC 2006»
13 years 10 months ago
Dynamic spectrum access in open spectrum wireless networks
One of the reasons for the limitation of bandwidth in current generation wireless networks is the spectrum policy of the Federal Communications Commission (FCC). But, with the spec...
Yiping Xing, Rajarathnam Chandramouli, Stefan Mang...
JNW
2007
118views more  JNW 2007»
13 years 10 months ago
Collision Prevention Platform for a Dynamic Group of Asynchronous Cooperative Mobile Robots
— This paper presents a fail-safe platform on which cooperative mobile robots rely for their motion. The platform consists of a collision prevention protocol for a dynamic group ...
Rami Yared, Xavier Défago, Julien Iguchi-Ca...
TWC
2008
156views more  TWC 2008»
13 years 10 months ago
Dynamic Bandwidth Allocation for QoS Provisioning in IEEE 802.16 Networks with ARQ-SA
In this paper, bandwidth allocation, in terms of distributing available data slots among different users, is studied for QoS provisioning in IEEE 802.16 networks. By considering th...
Weiwei Wang, Zihua Guo, Xuemin Shen, Changjia Chen...