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TWC
2008
130views more  TWC 2008»
14 years 11 months ago
On myopic sensing for multi-channel opportunistic access: structure, optimality, and performance
We consider a multi-channel opportunistic communication system where the states of these channels evolve as independent and statistically identical Markov chains (the Gilbert-Elli...
Qing Zhao, Bhaskar Krishnamachari, Keqin Liu
MP
2002
110views more  MP 2002»
14 years 11 months ago
Robust optimization - methodology and applications
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...
Aharon Ben-Tal, Arkadi Nemirovski
AAAI
2010
14 years 8 months ago
A Cross-Entropy Method that Optimizes Partially Decomposable Problems: A New Way to Interpret NMR Spectra
Some real-world problems are partially decomposable, in that they can be decomposed into a set of coupled subproblems, that are each relatively easy to solve. However, when these ...
Siamak (Moshen) Ravanbakhsh, Barnabás P&oac...
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
14 years 7 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
DCC
2005
IEEE
15 years 11 months ago
Quantization of Multiple Sources Using Integer Bit Allocation
Asymptotically optimal bit allocation among a set of quantizers for a finite collection of sources was determined in 1963 by Huang and Schultheiss. Their solution, however, gives ...
Benjamin Farber, Kenneth Zeger