The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
We propose a method for delivering error-resilient video from wireless camera networks in a distributed fashion over lossy channels. Our scheme is based on distributed source codi...
Although data forwarding algorithms and protocols have been among the first set of issues explored in sensor networking, how to reliably deliver sensing data through a vast field...
In robotic navigation, path planning is aimed at getting the optimum collision-free path between a starting and target locations. The optimality criterion depends on the surroundi...
M. Sabry Hassouna, Alaa E. Abdel-Hakim, Aly A. Far...
This paper is concerned with the optimal control of linear discrete-time systems, which are subject to unknown but bounded state disturbances and mixed constraints on the state an...
Paul J. Goulart, Eric C. Kerrigan, Jan M. Maciejow...