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» Maximizing expected utility over a knapsack constraint
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JSAC
2011
215views more  JSAC 2011»
14 years 4 months ago
Opportunistic Spectrum Sharing Schemes for CDMA-Based Uplink MAC in Cognitive Radio Networks
—We consider a wireless cognitive radio network in which a set of secondary users (SUs) opportunistically utilize the wireless spectrum licensed to the primary users (PUs) to tra...
Xi Zhang, Hang Su
CORR
2008
Springer
83views Education» more  CORR 2008»
14 years 9 months ago
Resource Allocation in Multiple Access Channels
We consider the problem of rate allocation in a Gaussian multiple-access channel, with the goal of maximizing a utility function over transmission rates. In contrast to the literat...
Ali ParandehGheibi, Atilla Eryilmaz, Asuman E. Ozd...
SIAMCO
2002
87views more  SIAMCO 2002»
14 years 9 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
SIAMCO
2011
14 years 4 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
TWC
2008
139views more  TWC 2008»
14 years 9 months ago
Statistical Multimode Transmit Antenna Selection for Limited Feedback MIMO Systems
In a wireless multiple-input multiple-output (MIMO) system, transmit antenna selection is an effective means of achieving good performance with low complexity. We consider spatial ...
Chang Soon Park, Kwang Bok Lee