9 search results - page 1 / 2 » Optimal Stopping of Linear Diffusions with Random Discountin... |
MOR
2008
13 years 4 months ago
2008
Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
INFOCOM
2009
IEEE
13 years 11 months ago
2009
IEEE
—A new random linear network coding scheme for reliable communications for time division duplexing channels is proposed. The setup assumes a packet erasure channel and that nodes...
ICC
2009
IEEE
13 years 11 months ago
2009
IEEE
—We study the energy performance of random linear network coding for time division duplexing channels. We assume a packet erasure channel with nodes that cannot transmit and rece...
EOR
2007
13 years 4 months ago
2007
In this paper, we study the procurement problem faced by a buyer who needs to purchase a variety of goods from suppliers applying a so-called total quantity discount policy. This ...