Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Frequently, the computation of derivatives for optimizing time-dependent problems is based on the integration of the adjoint differential equation. For this purpose, the knowledge...
This paper studies the optimal resource allocation in time-reservation systems. Customers arrive at a service facility and receive service in two steps; in the first step informa...
Ran Yang, Sandjai Bhulai, Rob van der Mei, Frank J...
Abstract— This paper is concerned with the end-to-end transmission outage in an OFDM based wireless multi-hop network. The network consists of a source node, a destination node, ...
Xiaolu Zhang, Meixia Tao, Wenhua Jiao, Chun Sum Ng
Utility elicitation is an important component of many applications, such as decision support systems and recommender systems. Such systems query users about their preferences and ...