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CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
14 years 12 months ago
Stock market trading via stochastic network optimization
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...
Michael J. Neely
CDC
2010
IEEE
163views Control Systems» more  CDC 2010»
14 years 12 months ago
Integrated dynamic optimization and control in reservoir engineering using locally identified linear models
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 ...
164
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CDC
2010
IEEE
226views Control Systems» more  CDC 2010»
14 years 12 months ago
Fast primal-dual projected linear iterations for distributed consensus in constrained convex optimization
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...
Ion Necoara, Ioan Dumitrache, Johan A. K. Suykens
CDC
2010
IEEE
215views Control Systems» more  CDC 2010»
14 years 12 months ago
Consensus with robustness to outliers via distributed optimization
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...
Jixin Li, Ehsan Elhamifar, I.-Jeng Wang, Ren&eacut...
TSP
2010
14 years 11 months ago
MIMO transceiver optimization with linear constraints on transmitted signal covariance components
Abstract--This correspondence revisits the joint transceiver optimization problem for multiple-input multiple-output (MIMO) channels. The linear transceiver as well as the transcei...
Ching-Chih Weng, P. P. Vaidyanathan