TEC
2010
12 years 11 months ago
2010
The centrality of the decision maker (DM) is widely recognized in the multiple criteria decision-making community. This translates into emphasis on seamless human
SIAMCO
2011
12 years 12 months ago
2011
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
IOR
2010
13 years 2 months ago
2010
We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent occupancy of both servers while class 2 jobs use one se...
MOR
2007
13 years 4 months ago
2007
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
RAS
2006
13 years 4 months ago
2006
In this paper, we present techniques that allow one or multiple mobile robots to efficiently explore and model their environment. While much existing research in the area of Simul...
SIAMJO
2008
13 years 4 months ago
2008
Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
JSAC
2006
13 years 4 months ago
2006
A game-theoretic model for studying power control in multicarrier code-division multiple-access systems is proposed. Power control is modeled as a noncooperative game in which each...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
Abstract-- We consider the problem of rate and power allocation in a fading multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a u...
ANOR
2007
13 years 5 months ago
2007
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
ANOR
2010
13 years 5 months ago
2010
: The application and estimation of expected utility based decision models would benefit from having additional simple and flexible functional forms to represent risk preferences. ...