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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
15 years 4 months ago
Bank management via stochastic optimal control
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...
Janine Mukuddem-Petersen, Mark Adam Petersen
MP
2006
87views more  MP 2006»
15 years 4 months ago
A Robust Optimization Approach to Dynamic Pricing and Inventory Control with no Backorders
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...
Elodie Adida, Georgia Perakis
TWC
2008
112views more  TWC 2008»
15 years 4 months ago
Service time analysis of a distributed medium access control scheme
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...
KES
2010
Springer
15 years 2 months ago
Development of Delay Estimation Method Using Probe Data for Adaptive Signal Control Algorithm
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...
Hisatomo Hanabusa, Morihisa Iijima, Ryota Horiguch...
HICSS
2009
IEEE
104views Biometrics» more  HICSS 2009»
15 years 11 months ago
A Simple Model for the Reliability of an Infrastructure System Controlled by Agents
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,...