We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Abstract. Motivated by the need for agent classification in sensor networking and autonomous vehicle control applications, we propose a flexible and distributed stochastic automato...
When a manufacturer places repeated orders with a supplier to meet changing production requirements, he faces the challenge of finding the right balance between holding costs and ...
We consider a network of control systems connected over a graph. Considering the graph structure as constraints on the set of permissible controllers, we show that such systems ar...
ACT We consider an optimal power and rate scheduling problem for a single user transmitting to a base station on a fading wireless link with the objective of minimizing the mean de...