We describe the use of the discrete wavelet transform (DWT) for non-parametric linear time-invariant system identification. Identification is achieved by using a test excitation t...
Traditionally, on-line problems have been studied under the assumption that there is a unique sequence of requests that must be served. This approach is common to most general mod...
Esteban Feuerstein, Steven S. Seiden, Alejandro St...
In this paper, we consider the problem of allocating bandwidth to two queues with arbitrary arrival processes, so as to minimize the total expected packet holding cost over a finit...
Biochemical reactions taking place in living systems that map different inputs to specific outputs are intuitively recognized as performing information processing. Conventional wis...
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...