79 search results - page 1 / 16 » Bank management via stochastic optimal control |
AUTOMATICA
2006
13 years 4 months ago
2006
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...
ICAC
2008
IEEE
13 years 11 months ago
2008
IEEE
— There is growing incentive to reduce the power consumed by large-scale data centers that host online services such as banking, retail commerce, and gaming. Virtualization is a ...
IOR
2008
13 years 4 months ago
2008
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variat...
IPPS
2002
IEEE
13 years 9 months ago
2002
IEEE
A bulk synchronous computation proceeds in phases that are separated by barrier synchronization. For dynamic bulk synchronous computations that exhibit varying phase-wise computat...
AICT
2006
IEEE
13 years 8 months ago
2006
IEEE
In stochastic thresholding, the threshold for quantization of a signal is randomized. An estimator based on quantized signal data can be optimized through stochastic thresholding. ...