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MANSCI
2008
122views more  MANSCI 2008»
15 years 4 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
CDC
2009
IEEE
106views Control Systems» more  CDC 2009»
15 years 8 months ago
Gradient methods for iterative distributed control synthesis
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
Karl Martensson, Anders Rantzer
SASO
2009
IEEE
15 years 10 months ago
Distributed W-Learning: Multi-Policy Optimization in Self-Organizing Systems
—Large-scale agent-based systems are required to self-optimize towards multiple, potentially conflicting, policies of varying spatial and temporal scope. As a result, not all ag...
Ivana Dusparic, Vinny Cahill
ICPADS
2007
IEEE
15 years 10 months ago
Optimization on distributed user management in Wireless Sensor Networks
In this paper, we address one of the Wireless Sensor Network (WSN) management problems – optimization on the execution of multiple commands. The objective of the paper is to pro...
MingJian Tang, Jinli Cao
ISPASS
2003
IEEE
15 years 9 months ago
Performance analysis and optimization of a distributed Video on Demand service
Video on Demand (VoD) services are very appealing these days. In this work, we discuss four distinct alternatives for the architecture of a VoD server and compare their performanc...
Daniela Alvim Seabra dos Santos, Alex Borges Vieir...