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115
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ANOR
2007
15 years 2 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
112
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AUTOMATICA
2008
15 years 2 months ago
2008
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...
103
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COR
2008
15 years 2 months ago
2008
Introducing a new concept of (, )-fairness, which allows for a bounded fairness compromise, so that a source is allocated a rate neither less than 0 1, nor more than 1, times...
123
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CORR
2010
Springer
15 years 2 months ago
2010
Springer
Algorithmic entropy can be seen as a special case of entropy as studied in statistical mechanics. This viewpoint allows us to apply many techniques developed for use in thermodyna...
111
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EOR
2008
15 years 2 months ago
2008
The Cooperative Water Allocation Model (CWAM) is designed within a general mathematical programming framework for modeling equitable and efficient water allocation among competing...