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IPL
2007
94views more  IPL 2007»
13 years 8 months ago
The finite horizon investor problem with a budget constraint
We study a model that incorporates a budget constraint in a decision making problem. Our goal is to maximize the expected wealth, where in each time period we can either stop the ...
Asaf Levin
4OR
2004
84views more  4OR 2004»
13 years 8 months ago
Non-classical preference models in combinatorial problems: Models and algorithms for graphs
This is a summary of the most important results presented in the author's PhD thesis (Spanjaard, 2003). This thesis, written in French, was defended on 16 December 2003 and su...
Olivier Spanjaard
JSAC
2011
100views more  JSAC 2011»
12 years 11 months ago
Scheduling for Optimal Rate Allocation in Ad Hoc Networks With Heterogeneous Delay Constraints
—This paper studies the problem of scheduling in single-hop wireless networks with real-time traffic, where every packet arrival has an associated deadline and a minimum fractio...
Juan José Jaramillo, R. Srikant, Lei Ying
FORMATS
2006
Springer
14 years 19 days ago
Undecidable Problems About Timed Automata
We solve some decision problems for timed automata which were raised by S. Tripakis in [Tri04] and by E. Asarin in [Asa04]. In particular, we show that one cannot decide whether a ...
Olivier Finkel
MP
2008
137views more  MP 2008»
13 years 9 months ago
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...
Nilay Noyan, Andrzej Ruszczynski