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FUIN
2010
143views more  FUIN 2010»
15 years 4 months ago
Cluster Tree Elimination for Distributed Constraint Optimization with Quality Guarantees
Some distributed constraint optimization algorithms use a linear number of messages in the number of agents, but of exponential size. This is often the main limitation for their pr...
Ismel Brito, Pedro Meseguer
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
15 years 1 months ago
Stock market trading via stochastic network optimization
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Michael J. Neely
CDC
2010
IEEE
163views Control Systems» more  CDC 2010»
15 years 1 months ago
Integrated dynamic optimization and control in reservoir engineering using locally identified linear models
Abstract-- Studies on dynamic real-time optimization (DRTO) of waterflooding strategies in petroleum reservoirs have demonstrated that there exists a large potential to improve eco...
Gijs van Essen, Amin Rezapour, Paul M. J. Van den ...
178
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CORR
2011
Springer
192views Education» more  CORR 2011»
15 years 1 months ago
On cooperative patrolling: optimal trajectories, complexity analysis, and approximation algorithms
—The subject of this work is the patrolling of an environment with the aid of a team of autonomous agents. We consider both the design of open-loop trajectories with optimal prop...
Fabio Pasqualetti, Antonio Franchi, Francesco Bull...
IOR
2011
220views more  IOR 2011»
15 years 1 months ago
Optimal Inventory Policies when Purchase Price and Demand Are Stochastic
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
Peter Berling, Victor Martínez-de-Alb&eacut...