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CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
14 years 3 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— 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...
AUTOMATICA
2010
98views more  AUTOMATICA 2010»
13 years 8 months ago
Explicit use of probabilistic distributions in linear predictive control
: 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, ...
GLOBECOM
2006
IEEE
14 years 2 months ago
Power Optimal Opportunistic Scheduling
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...
CP
2005
Springer
14 years 2 months ago
Sub-optimality Approximations
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...
Russell Bent, Irit Katriel, Pascal Van Hentenryck
HICSS
2007
IEEE
125views Biometrics» more  HICSS 2007»
14 years 3 months ago
Stochastic Model for Power Grid Dynamics
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...