Mesh partitioning is an important problem that has extensive applications in many areas. Multilevel algorithms are a successful class of optimization techniques which addresses th...
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale. When the data are noisy, it is of i...
In Component-based Software (CBS) development, it is desirable to choose software components that provide all necessary functionalities and at the same time optimize certain nonfun...
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....