SIAMCO
2002
13 years 4 months ago
2002
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
EOR
2010
2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
13 years 4 months ago
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can ...
INFOCOM
2009
IEEE
13 years 11 months ago
2009
IEEE
—We study in this paper optimal stochastic control issues in delay tolerant networks. We first derive the structure of optimal two-hop forwarding policies. In order to be implem...