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...
In this paper we propose an error control scheme for video communications over lossy channels. The proposed algorithm uses stochastic frame buffers(SFB) to determine the expected ...
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...
— This paper is concerned with modeling, analysis and optimization/control of occupancy evolution in a large building. The main concern is efficient evacuation of a building in ...
Kun Deng, Wei Chen, Prashant G. Mehta, Sean P. Mey...
A detailed study on the design of decentralized Receding Horizon Control (RHC) schemes for decoupled systems is presented. An optimal control problem is formulated for a set of de...