— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
: The guarantee of feasibility given feasibility at initial time is an issue that has been overlooked by many of the recent papers on stochastic model predictive control. Effective...
Basil Kouvaritakis, Mark Cannon, Sasa V. Rakovic, ...
Abstract— In this paper, we propose a power optimal opportunistic scheduling scheme for a multiuser single hop Time Division Multiple Access (TDMA) system. We formulate the probl...
Abhijeet Bhorkar, Abhay Karandikar, Vivek S. Borka...
Abstract. The sub-optimality approximation problem considers an optimization problem O, its optimal solution σ∗ , and a variable x with domain {d1, . . . , dm} and returns appro...
We introduce a stochastic model that describes the quasistatic dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random rem...
Marian Anghel, Kenneth A. Werley, Adilson E. Motte...