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JMLR
2010
128views more  JMLR 2010»
14 years 6 months ago
Optimal Allocation Strategies for the Dark Pool Problem
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...
Alekh Agarwal, Peter L. Bartlett, Max Dama
SIGMETRICS
2010
ACM
206views Hardware» more  SIGMETRICS 2010»
15 years 4 months ago
Successive c-optimal designs: a scalable technique to optimize the measurements on large networks
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...
Guillaume Sagnol, Mustapha Bouhtou, Stephane Gaube...
CCE
2004
14 years 11 months ago
Retrospective on optimization
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...
Lorenz T. Biegler, Ignacio E. Grossmann
CDC
2009
IEEE
144views Control Systems» more  CDC 2009»
15 years 28 days ago
A minimized zero mean entropy approach to networked control systems
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...
Jianhua Zhang, Hong Wang 0001
DEDS
2010
130views more  DEDS 2010»
14 years 12 months ago
Message Batching in Wireless Sensor Networks - A Perturbation Analysis Approach
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...
Xu Ning, Christos G. Cassandras