13 search results - page 1 / 3 » The finite horizon investor problem with a budget constraint |
IPL
2007
13 years 4 months ago
2007
We study a model that incorporates a budget constraint in a decision making problem. Our goal is to maximize the expected wealth, where in each time period we can either stop the ...
SIAMAM
2008
13 years 4 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
AAAI
2008
13 years 7 months ago
2008
In this paper, we study a sequential decision making problem. The objective is to maximize the average reward accumulated over time subject to temporal cost constraints. The novel...
ICRA
2010
IEEE
13 years 2 months ago
2010
IEEE
Abstract-- This paper presents a control theoretic formulation and optimal control solution for integrating human control inputs subject to linear state constraints. The formulatio...
CDC
2010
IEEE
12 years 12 months ago
2010
IEEE
Event-triggered control systems are systems in which the control signal is recomputed when the plant's output signal leaves a triggering-set. There has been recent interest in...