In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Epidemic routing has been proposed to reduce the data transmission delay in disruption tolerant wireless networks, in which data can be replicated along multiple opportunistic path...
This study addresses the general problem of efficient resource management in wireless networks with arbitrary timevarying topologies. Communication channels are assumed to generall...