When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
This paper introduces a robust approach to stochastic multi-hop routing for wireless networks when the quality of links is modelled through a reliability matrix R. Yielding to the ...
Yuchen Wu, Alejandro Ribeiro, Georgios B. Giannaki...
In this paper we revisit the minimum mean square error (MMSE) pilot-aided channel estimation for broadband orthogonal frequency division multiplexing (OFDM) systems. The careful de...
Due to constraints in cost, power, and communication, losses often arise in large sensor networks. The sensor can be modeled as an output of a linear stochastic system with random...
Alyson K. Fletcher, Sundeep Rangan, Vivek K. Goyal