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» Optimal Control under Stochastic Target Constraints
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ANOR
2007
73views more  ANOR 2007»
13 years 7 months ago
A sample-path approach to optimal position liquidation
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...
Pavlo A. Krokhmal, Stan Uryasev
ALGOSENSORS
2006
Springer
13 years 11 months ago
A Flexible Algorithm for Sensor Network Partitioning and Self-partitioning Problems
Abstract. Motivated by the need for agent classification in sensor networking and autonomous vehicle control applications, we propose a flexible and distributed stochastic automato...
Sandip Roy, Yan Wan, Ali Saberi
IOR
2008
89views more  IOR 2008»
13 years 7 months ago
Impulse Control of Brownian Motion: The Constrained Average Cost Case
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 ...
Melda Ormeci, J. G. Dai, John H. Vande Vate
CDC
2009
IEEE
124views Control Systems» more  CDC 2009»
13 years 5 months ago
A graph-theoretic approach to distributed control over networks
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...
John Swigart, Sanjay Lall
INFOCOM
2003
IEEE
14 years 28 days ago
Power Constrained and Delay Optimal Policies for Scheduling Transmission over a Fading Channel
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...
Munish Goyal, Anurag Kumar, Vinod Sharma