2958 search results - page 50 / 592 » Optimal Transportation Problem by Stochastic Optimal Control |
SIAMCO
2002
13 years 7 months ago
2002
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
CORR
2011
Springer
12 years 11 months ago
2011
Springer
Wireless systems comprised of rechargeable nodes have a significantly prolonged lifetime and are sustainable. A distinct characteristic of these systems is the fact that the node...
AUTOMATICA
2008
13 years 8 months ago
2008
The standard approach in computer-controlled systems is to sample and control periodically. In certain applications, such as networked control systems or energy-constrained system...
AAAI
1998
13 years 9 months ago
1998
Manydesign problems are solved using multiple levels of abstraction, wherea design at one level has combinatorially manychildren at the next level. A stochastic optimization metho...
IFIP
2005
Springer
14 years 1 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...