We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
We propose a new approach to optimize the deployment and the sampling rates of network monitoring tools, such as Netflow, on a large IP network. It reduces to solving a stochasti...
In this paper we provide a general classification of mathematical optimization problems, followed by a matrix of applications that shows the areas in which these problems have bee...
A novel control method is proposed for networked control systems with nonlinear process, probably non-Gaussian process noise and time delays. The performance index of closed loop c...
Abstract-- We address the problem of batching messages generated at nodes of a sensor network for the purpose of reducing communication energy at the expense of added latency. We f...