12950 search results - page 41 / 2590 » On Optimal Timed Strategies |
PDP
2006
IEEE
14 years 1 months ago
2006
IEEE
Production grids have a potential for parallel execution of a very large number of tasks but also introduce a high overhead that significantly impacts the execution of short task...
JCAM
2011
12 years 10 months ago
2011
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
ICML
2007
IEEE
14 years 8 months ago
2007
IEEE
Markov decision processes are an effective tool in modeling decision-making in uncertain dynamic environments. Since the parameters of these models are typically estimated from da...
DA
2010
13 years 7 months ago
2010
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...
CDC
2009
IEEE
14 years 10 days ago
2009
IEEE
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...