3 search results - page 1 / 1 » Optimal Control and Hedging of Operations in the Presence of... |
MOR
2006
13 years 5 months ago
2006
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
SIAMREV
2010
13 years 7 days ago
2010
Abstract. The main thrust of the paper is the design and the numerical analysis of new capand-trade schemes for the control and the reduction of atmospheric pollution. The tools de...
SECON
2007
IEEE
13 years 11 months ago
2007
IEEE
— The rapidly growing demand for wireless communication makes efficient power allocation a critical factor in the network’s efficient operation. Recently power allocation in ...