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ANOR
2005
83views more  ANOR 2005»
15 years 6 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu
IOR
2007
119views more  IOR 2007»
15 years 6 months ago
A Decentralized Approach to Discrete Optimization via Simulation: Application to Network Flow
We study a new class of decentralized algorithms for discrete optimization via simulation, which is inspired by the fictitious play algorithm applied to games with identical inte...
Alfredo Garcia, Stephen D. Patek, Kaushik Sinha
IS
2007
15 years 6 months ago
Semantic optimization techniques for preference queries
Preference queries are relational algebra or SQL queries that contain occurrences of the winnow operator (find the most preferred tuples in a given relation). Such queries are pa...
Jan Chomicki
TIP
2008
85views more  TIP 2008»
15 years 6 months ago
Resource Allocation for Error Resilient Video Coding Over AWGN Using Optimization Approach
The number of slices for error resilient video coding is jointly optimized with 802.11a-like media access control and the physical layers with automatic repeat request and rate com...
Cheolhong An, Truong Q. Nguyen
TWC
2008
130views more  TWC 2008»
15 years 6 months ago
An optimization framework for balancing throughput and fairness in wireless networks with QoS support
Abstract-- Quality-of-service (QoS) provisioning, high system throughput, and fairness assurance are indispensable for heterogeneous traffic in future wireless broadband networks. ...
Ho Ting Cheng, Weihua Zhuang