We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Abstract-- Studies on dynamic real-time optimization (DRTO) of waterflooding strategies in petroleum reservoirs have demonstrated that there exists a large potential to improve eco...
Gijs van Essen, Amin Rezapour, Paul M. J. Van den ...
In this paper we study the constrained consensus problem, i.e. the problem of reaching a common point from the estimates generated by multiple agents that are constrained to lie in...
Over the past few years, a number of distributed algorithms have been developed for integrating the measurements acquired by a wireless sensor network. Among them, average consensu...
Abstract--This correspondence revisits the joint transceiver optimization problem for multiple-input multiple-output (MIMO) channels. The linear transceiver as well as the transcei...