9 search results - page 2 / 2 » Optimal Stopping of Linear Diffusions with Random Discountin... |
SIAMCO
2008
13 years 5 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
ICML
2006
IEEE
14 years 6 months ago
2006
IEEE
Policy evaluation is a critical step in the approximate solution of large Markov decision processes (MDPs), typically requiring O(|S|3 ) to directly solve the Bellman system of |S...
INFOCOM
2007
IEEE
13 years 11 months ago
2007
IEEE
—The implementation of distributed network utility maximization (NUM) algorithms hinges heavily on information feedback through message passing among network elements. In practic...
GLOBECOM
2010
IEEE
13 years 3 months ago
2010
IEEE
We study an online random linear network coding approach for time division duplexing (TDD) channels under Poisson arrivals. We model the system as a bulk-service queue with variabl...