29 search results - page 2 / 6 » On the infinite time solution to state-constrained stochasti... |
CPAIOR
2007
Springer
13 years 11 months ago
2007
Springer
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic custome...
CCE
2004
13 years 5 months ago
2004
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
EOR
2010
2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
13 years 5 months ago
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 ...
AAMAS
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
INFOCOM
2005
IEEE
13 years 11 months ago
2005
IEEE
Abstract— We develop a dynamic control strategy for minimizing energy expenditure in a time varying wireless network with adaptive transmission rates. The algorithm operates with...