9 search results - page 1 / 2 » Optimal Stopping of Linear Diffusions with Random Discountin... |
90
Voted
MOR
2008
14 years 10 months ago
2008
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...
CDC
2010
IEEE
14 years 5 months ago
2010
IEEE
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
INFOCOM
2009
IEEE
15 years 4 months ago
2009
IEEE
—A new random linear network coding scheme for reliable communications for time division duplexing channels is proposed. The setup assumes a packet erasure channel and that nodes...
ICC
2009
IEEE
15 years 4 months ago
2009
IEEE
—We study the energy performance of random linear network coding for time division duplexing channels. We assume a packet erasure channel with nodes that cannot transmit and rece...
EOR
2007
14 years 10 months ago
2007
In this paper, we study the procurement problem faced by a buyer who needs to purchase a variety of goods from suppliers applying a so-called total quantity discount policy. This ...