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SIAMAM
2008
74views more  SIAMAM 2008»
15 years 3 months ago
Optimal Liquidation by a Large Investor
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Ajay Subramanian
CCE
2004
15 years 3 months ago
Stochastic maximum principle for optimal control under uncertainty
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Vicente Rico-Ramírez, Urmila M. Diwekar
107
Voted
DAC
2004
ACM
16 years 5 months ago
Profile-based optimal intra-task voltage scheduling for hard real-time applications
This paper presents a set of comprehensive techniques for the intratask voltage scheduling problem to reduce energy consumption in hard real-time tasks of embedded systems. Based ...
Jaewon Seo, Taewhan Kim, Ki-Seok Chung
CODES
2006
IEEE
15 years 10 months ago
Retargetable code optimization with SIMD instructions
Retargetable C compilers are nowadays widely used to quickly obtain compiler support for new embedded processors and to perform early processor architecture exploration. One frequ...
Manuel Hohenauer, Christoph Schumacher, Rainer Leu...
ATAL
2001
Springer
15 years 7 months ago
Optimal Negotiation Strategies for Agents with Incomplete Information
This paper analyzes the process of automated negotiation between two competitive agents that have firm deadlines and incomplete information about their opponent. Generally speaking...
S. Shaheen Fatima, Michael Wooldridge, Nicholas R....