We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero
— We consider the uplink power control problem where mobile users in different cells are communicating with their base stations. We formulate the power control problem as the min...
Sundhar Srinivasan Ram, Venugopal V. Veeravalli, A...
Partially observable Markov decision processes (POMDPs) are an intuitive and general way to model sequential decision making problems under uncertainty. Unfortunately, even approx...
Tao Wang, Pascal Poupart, Michael H. Bowling, Dale...