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» Optimization Problems in Congestion Control
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125
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SIAMCO
2008
121views more  SIAMCO 2008»
15 years 3 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
175
Voted
CORR
2011
Springer
188views Education» more  CORR 2011»
14 years 10 months ago
Information-Theoretic Viewpoints on Optimal Causal Coding-Decoding Problems
—In this paper we consider an interacting two-agent sequential decision-making problem consisting of a Markov source process, a causal encoder with feedback, and a causal decoder...
Siva K. Gorantla, Todd P. Coleman
136
Voted
JSAC
2006
147views more  JSAC 2006»
15 years 3 months ago
Smart pay access control via incentive alignment
We use game theorectic models to show the lack of incentives in the TCP congestion avoidance algorithm and the consequential systemwide network problems. We then propose a Vickery-...
Jun Shu, Pravin Varaiya
CLUSTER
2000
IEEE
15 years 8 months ago
Contention-free Complete Exchange Algorithm on Clusters
To construct a large commodity clustec a hierarchical network is generally adopted for connecting the host muchines, where a Gigabit backbone switch connects a few commodity switc...
Anthony T. C. Tam, Cho-Li Wang
CDC
2009
IEEE
111views Control Systems» more  CDC 2009»
15 years 8 months ago
An optimal investment problem with randomly terminating income
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 ...
Michel H. Vellekoop, Mark Davis