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SIAMCO
2010
153views more  SIAMCO 2010»
15 years 27 days ago
Optimal Control for an Elliptic System with Polygonal State Constraints
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...
Karl Kunisch, Kewei Liang, Xiliang Lu
SIAMJO
2010
155views more  SIAMJO 2010»
15 years 27 days ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
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 ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
187
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TMC
2010
103views more  TMC 2010»
15 years 25 days ago
Optimal Cooperative Relaying Schemes in IR-UWB Networks
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...
Ghasem Naddafzadeh Shirazi, Peng Yong Kong, Chen-K...
CDC
2010
IEEE
151views Control Systems» more  CDC 2010»
14 years 9 months ago
Receding horizon optimal control for the wave equation
— 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...
Nils Altmuller, Lars Grüne, Karl Worthmann
SIGMOD
2011
ACM
276views Database» more  SIGMOD 2011»
14 years 9 months ago
Schedule optimization for data processing flows on the cloud
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,...