This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
: This work proposes a systematic methodology for the optimal selection of controller parameters, in the sense of minimizing a performance index which is a quadratic function of th...
Abstract-- We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm th...
We solve the problem of minimizing the number of critical points among all functions on a surface within a prescribed distance from a given input function. The result is achieved...
We consider complex scheduling problems that can be captured as optimization under hard and soft constraints. The objective of such an optimization problem is to satisfy as many h...