This work is devoted to stationary optimal control problems with polygonal constraints on the components of the state. Existence of Lagrange multipliers, of different regularity, i...
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Cooperation between wireless nodes to retransmit data for the other users introduces multiuser diversity to a wireless network and increases the system throughput. In this paper, t...
— We present a receding horizon optimal control approach for the one-dimensional linear wave equation. In order to prove stability and suboptimality of this approach we use a wei...
Scheduling data processing workflows (dataflows) on the cloud is a very complex and challenging task. It is essentially an optimization problem, very similar to query optimizati...
Herald Kllapi, Eva Sitaridi, Manolis M. Tsangaris,...