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Geometry of Feasible Injection Region of Power Networks
Geometry of Feasible Injection Region Optimization and Control Information Theory Power Networks
2011/8/29
Abstract: We investigate the problem of power flow in a network and its implications to the optimal power flow problem. We take a step-by-step approach by looking at the injection region of power netw...
The power quantum calculus and variational problems
Quantum variational problems n q-power difference operator generalized Norlund sum
2011/8/23
Abstract: We introduce the power difference calculus based on the operator $D_{n,q} f(t) = \frac{f(qt^n)-f(t)}{qt^n -t}$, where $n$ is an odd positive integer and $0Properties of the new operat...
Secure Wireless Communication and Optimal Power Control under Statistical Queueing Constraints
Secure Wireless Communication Optimal Power Control Statistical Queueing Constraints
2011/1/14
In this paper, secure transmission of information over fading broadcast channels is studied in the presence of statistical queueing constraints. Effective capacity is employed as a performancemetric t...
Optimal investment with bounded VaR for power utility functions
Portfolio optimization Stochastic optimal control Risk constraints Value-at-Risk
2010/4/27
We consider the optimal investment problem for Black-Scholes type financial market with bounded VaR measure on the whole investment interval $[0,T]$. The explicit form for the optimal strategies is fo...
Optimal consumption and investment with bounded downside risk for power utility functions
Portfolio optimization Stochastic optimal control Risk constraints Value-at-Risk Expected Shortfall
2010/4/27
We investigate optimal consumption and investment problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall. We formulate various utility maximization prob...