When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
—In this paper, we investigate the maximization of the coverage time for a clustered wireless sensor network (WSN) by optimal balancing of power consumption among cluster heads (...
In this article we consider the issue of optimal control in collaborative multi-agent systems with stochastic dynamics. The agents have a joint task in which they have to reach a ...
Discriminant Analysis (DA) methods have demonstrated their utility in countless applications in computer vision and other areas of research ? especially in the C class classificat...
We show that various duals that occur in optimization and constraint satisfaction can be classified as inference duals, relaxation duals, or both. We discuss linear programming, su...