Abstract. In emerging data stream applications, data sources are typically distributed. Evaluating multi-join queries over streams from different sources may incur large communica...
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...
This paper studies the optimization of observation channels (stochastic kernels) in partially observed stochastic control problems. In particular, existence, continuity, and convex...
This paper investigates the architecture and design of agent-based sensor networks for petroleum offshore monitoring. A few challenges to monitor the reservoir, wellbore and wellh...
Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...