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» Growth Optimal Investment with Transaction Costs
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ALT
2008
Springer
13 years 6 months ago
Growth Optimal Investment with Transaction Costs
László Györfi, István Va...
CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
13 years 11 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
IOR
2010
93views more  IOR 2010»
13 years 3 months ago
Equilibrium Capacity Expansion Under Stochastic Demand Growth
In critical energy infrastructure sectors (e.g. electric power generation, natural gas transportation, oil refining capacity) maintaining certain level of excess capacity is soci...
Alfredo Garcia, Zhijiang Shen
GLOBECOM
2006
IEEE
13 years 10 months ago
Multi-Stage Investment Decision under Contingent Demand for Networking Planning
Telecommunication companies, such as Internet and cellular service providers, are seeing rapid and uncertain growth of traffic routed through their networks. It has become a chall...
Miguel F. Anjos, Michael Desroches, Anwar Haque, O...
ISPASS
2003
IEEE
13 years 9 months ago
Interplay of energy and performance for disk arrays running transaction processing workloads
The growth of business enterprises and the emergence of the Internet as a medium for data processing has led to a proliferation of applications that are server-centric. The power ...
Sudhanva Gurumurthi, Jianyong Zhang, Anand Sivasub...