This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
In this paper, we present a robust optimization formulation for dealing with demand uncertainty in a dynamic pricing and inventory control problem for a make-to-stock manufacturing...
Abstract--Distributed medium access control (MAC) is essential for a wireless network without a central controller. In previous work of the authors, a distributed MAC scheme has be...
Hai Jiang, Ping Wang, Weihua Zhuang, H. Vincent Po...
This study describes a real time delay estimation method using probe data with adaptive signal control algorithm, “CARREN” (Control Algorithm Retuning paRameters with self perf...
A simple dynamic model of agent operation of an infrastructure system is presented. This system evolves over a long time scale by a daily increase in consumer demand that raises t...
Benjamin A. Carreras, David E. Newman, Ian Dobson,...