This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
Abstract. Popular finite difference numerical schemes for the resolution of the one-dimensional acoustic wave equation are well-known to be convergent. We present a comprehensive...
In this paper, we consider the optimal rate and power allocation that maximizes a general utility function of average user rates in a fading multiple-access or broadcast channel. B...
We consider the effect of network throughput on the convergence of a specific class of distributed averaging algorithms, called consensus algorithms. These algorithms rely on itera...
Abstract--In communication systems where full-duplex transmission is required, digital echo cancellers are employed to cancel echo by means of adaptive filtering. In order to reduc...