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CORR
2010
Springer
13 years 7 months ago
2010
Springer
Abstract-We analyze the capacity scaling laws of clustered ad hoc networks in which nodes are distributed according to a doubly stochastic shotnoise Cox process. We identify five d...
EOR
2006
13 years 7 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
SIAMJO
2008
13 years 7 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
ICASSP
2010
IEEE
13 years 8 months ago
2010
IEEE
Efficient design of wireless networks requires implementation of cross-layer algorithms that exploit channel state information. Capitalizing on convex optimization and stochastic...
CDC
2008
IEEE
13 years 8 months ago
2008
IEEE
This paper considers external semi-global stochastic stabilization for linear plants with saturating actuators, driven by a stochastic external disturbance, and having random Gauss...