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» Optimal Transportation Problem by Stochastic Optimal Control
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ANOR
2007
73views more  ANOR 2007»
13 years 8 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
GLOBECOM
2009
IEEE
13 years 12 months ago
Optimized Protection Schemes for Resilient Interdomain Traffic Distribution
Abstract-- Due to the development of Next Generation Networks, leading to a multiservice transport layer with a multidomain environment, the importance of interconnection issues ke...
Miroslaw Kantor, Piotr Cholda, Andrzej Jajszczyk
CDC
2010
IEEE
151views Control Systems» more  CDC 2010»
13 years 3 months ago
Convergence of discrete-time approximations of constrained linear-quadratic optimal control problems
Abstract-- Continuous-time linear constrained optimal control problems are in practice often solved using discretization techniques, e.g. in model predictive control (MPC). This re...
Lanshan Han, M. Kanat Camlibel, Jong-Shi Pang, W. ...
WICON
2008
13 years 9 months ago
Optimal stochastic routing in low duty-cycled wireless sensor networks
We study a routing problem in wireless sensor networks where sensors are duty-cycled. When sensors alternate between on and off modes, delay encountered in packet delivery due to ...
Dongsook Kim, Mingyan Liu
KR
1989
Springer
14 years 3 days ago
Situated Control Rules
In this work we extend the work of Dean, Kaelbling, Kirman and Nicholson on planning under time constraints in stochastic domains to handle more complicated scheduling problems. I...
Mark Drummond