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SIAMCO
2002
128views more  SIAMCO 2002»
14 years 4 days ago
Generalized Solutions in Nonlinear Stochastic Control Problems
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
F. Dufour, Boris M. Miller
EOR
2010
86views more  EOR 2010»
14 years 17 days ago
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can ...
Ricardo Josa-Fombellida, Juan Pablo Rincón-...
INFOCOM
2009
IEEE
14 years 7 months ago
Decentralized Stochastic Control of Delay Tolerant Networks
—We study in this paper optimal stochastic control issues in delay tolerant networks. We first derive the structure of optimal two-hop forwarding policies. In order to be implem...
Eitan Altman, Giovanni Neglia, Francesco De Pelleg...