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Delay-Optimal User Scheduling and Inter-Cell Interference Management in Cellular Network via Distributive Stochastic Learning
multi-cell systems delay optimal control
2010/12/6
In this paper, we propose a distributive queueaware intra-cell user scheduling and inter-cell interference (ICI) management control design for a delay-optimal celluar downlink system with M base stati...
Risk-Sensitive Asset Management in a Jump-Diffusion Factor Model
Asset management risk-sensitive stochastic control Poisson point processes HJBPIDE polic improvement PIDE parabolic PDE classical solutions viscosity solutions
2010/4/27
In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem by allowing for jumps in both the factor process and the asset prices as well as stochastic volatil...