9 search results - page 2 / 2 » Stochastic inverse matrix computation with minimum variance ... |
SIAMJO
2010
12 years 12 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
CISS
2007
IEEE
13 years 5 months ago
2007
IEEE
This paper introduces a robust approach to stochastic multi-hop routing for wireless networks when the quality of links is modelled through a reliability matrix R. Yielding to the ...
JCM
2008
13 years 5 months ago
2008
In this paper we revisit the minimum mean square error (MMSE) pilot-aided channel estimation for broadband orthogonal frequency division multiplexing (OFDM) systems. The careful de...
IPSN
2004
Springer
13 years 10 months ago
2004
Springer
Due to constraints in cost, power, and communication, losses often arise in large sensor networks. The sensor can be modeled as an output of a linear stochastic system with random...