This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...
Petri Hilli, Matti Koivu, Teemu Pennanen, Antero R...
A recent lifting technique led to a computationally efficient Model Predictive Control (MPC) strategy in which the online optimization is performed using a univariate Newton-Raphs...
Background: Protein structure comparison is a key problem in bioinformatics. There exist several methods for doing protein comparison, being the solution of the Maximum Contact Ma...
Offline scheduling is attractive when the traffic profile is known a priori since the complexity of online scheduling is largely removed. Given any admissible rate matrix = (ij),...
We investigate the behavior of two users and one jammer in an additive white Gaussian noise (AWGN) channel with and without fading when they participate in a noncooperative zero-su...