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Discrete time growth optimal investment in stock markets with proportional transactions costs is considered. The market process is modeled by a first-order Markov process. Not assuming that the distribution of the market process is known, we show empirical investment strategies such that, in the long run, the growth rate on trajectories achieves the maximum with probability 1.
We consider the problem of optimizing time averages in systems with independent and identically distributed behavior over renewal frames. This includes scheduling and task processing to maximize utility in stochastic networks with variable length scheduling modes. Every frame, a new policy is implemented that affects the frame size and that creates a vector of attributes. An algorithm is developed...
The following topics are dealt with: dynamic optimization; modern printing systems control; sliding mode control; nonlinear systems stability; networked process systems control; distributed process systems control; vibration suppression; fault detection; iterative learning control; nanopositioning systems control; SPM systems control; biological systems; optimal control; computational methods; vehicle...
The optimization of investment policies in bank branches within dynamic and stochastic economic environment has become more and more important nowadays. However, it has not been generally formulated due to the randomness in markets and the complicated dynamics of economic growth. This paper formulates the stochastic and dynamic bank branches location problem as a Markov Decision Processes (MDP), and...
In point-multipoint (PmP) systems the signal to interference and noise ratio (SINR) highly depends on the assignment of terminal stations (TS) to base stations (BS). The broadband fixed wireless access (BFWA) systems operate at high carrier frequencies, i.e. microwave domain. In this frequency range wave propagation is highly influenced by precipitation, especially rain. Feeding of base stations can...
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