Download or read book Utility Maximization in Nonconvex Wireless Systems written by Johannes Brehmer and published by Springer Science & Business Media. This book was released on 2012-03-15 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph develops a framework for modeling and solving utility maximization problems in nonconvex wireless systems. The first part develops a model for utility optimization in wireless systems. The model is general enough to encompass a wide array of system configurations and performance objectives. Based on the general model, a set of methods for solving utility maximization problems is developed in the second part of the book. The development is based on a careful examination of the properties that are required for the application of each method. This part focuses on problems whose initial formulation does not allow for a solution by standard methods and discusses alternative approaches. The last part presents two case studies to demonstrate the application of the proposed framework. In both cases, utility maximization in multi-antenna broadcast channels is investigated.
Download or read book Stochastic Processes and Related Topics written by Rainer Buckdahn and published by CRC Press. This book was released on 2002-05-16 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.
Download or read book Financial Mathematics written by Bruno Biais and published by Springer. This book was released on 2006-11-15 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
Download or read book Network Optimization and Control written by Srinivas Shakkottai and published by Now Publishers Inc. This book was released on 2008 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt: Network Optimization and Control is the ideal starting point for a mature reader with little background on the subject of congestion control to understand the basic concepts underlying network resource allocation.
Download or read book Mathematical Modelling and Numerical Methods in Finance written by Alain Bensoussan and published by Elsevier. This book was released on 2009-06-16 with total page 743 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. - Coverage of all aspects of quantitative finance including models, computational methods and applications - Provides an overview of new ideas and results - Contributors are leaders of the field
Download or read book Academic Press Library in Signal Processing written by Fulvio Gini and published by Academic Press. This book was released on 2013-09-10 with total page 1389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second volume, edited and authored by world leading experts, gives a review of the principles, methods and techniques of important and emerging research topics and technologies in communications and radar engineering. With this reference source you will: - Quickly grasp a new area of research - Understand the underlying principles of a topic and its application - Ascertain how a topic relates to other areas and learn of the research issues yet to be resolved - Quick tutorial reviews of important and emerging topics of research in array and statistical signal processing - Presents core principles and shows their application - Reference content on core principles, technologies, algorithms and applications - Comprehensive references to journal articles and other literature on which to build further, more specific and detailed knowledge - Edited by leading people in the field who, through their reputation, have been able to commission experts to write on a particular topic
Download or read book Analytical Methods for Network Congestion Control written by Steven Low and published by Springer Nature. This book was released on 2022-05-31 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: The congestion control mechanism has been responsible for maintaining stability as the Internet scaled up by many orders of magnitude in size, speed, traffic volume, coverage, and complexity over the last three decades. In this book, we develop a coherent theory of congestion control from the ground up to help understand and design these algorithms. We model network traffic as fluids that flow from sources to destinations and model congestion control algorithms as feedback dynamical systems. We show that the model is well defined. We characterize its equilibrium points and prove their stability. We will use several real protocols for illustration but the emphasis will be on various mathematical techniques for algorithm analysis. Specifically we are interested in four questions: 1. How are congestion control algorithms modelled? 2. Are the models well defined? 3. How are the equilibrium points of a congestion control model characterized? 4. How are the stability of these equilibrium points analyzed? For each topic, we first present analytical tools, from convex optimization, to control and dynamical systems, Lyapunov and Nyquist stability theorems, and to projection and contraction theorems. We then apply these basic tools to congestion control algorithms and rigorously prove their equilibrium and stability properties. A notable feature of this book is the careful treatment of projected dynamics that introduces discontinuity in our differential equations. Even though our development is carried out in the context of congestion control, the set of system theoretic tools employed and the process of understanding a physical system, building mathematical models, and analyzing these models for insights have a much wider applicability than to congestion control.
Download or read book Resource Allocation in Uplink OFDMA Wireless Systems written by Elias Yaacoub and published by John Wiley & Sons. This book was released on 2012-02-10 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tackling problems from the least complicated to the most, Resource Allocation in Uplink OFDMA Wireless Systems provides readers with a comprehensive look at resource allocation and scheduling techniques (for both single and multi-cell deployments) in uplink OFDMA wireless networks relying on convex optimization and game theory to thoroughly analyze performance. Inside, readers will find topics and discussions on: Formulating and solving the uplink ergodic sum-rate maximization problem Proposing suboptimal algorithms that achieve a close performance to the optimal case at a considerably reduced complexity and lead to fairness when the appropriate utility is used Investigating the performance and extensions of the proposed suboptimal algorithms in a distributed base station scenario Studying distributed resource allocation where users take part in the scheduling process, and considering scenarios with and without user collaboration Formulating the sum-rate maximization problem in a multi-cell scenario, and proposing efficient centralized and distributed algorithms for intercell interference mitigation Discussing the applicability of the proposed techniques to state-of-the-art wireless technologies, LTE and WiMAX, and proposing relevant extensions Along with schematics and figures featuring simulation results, Resource Allocation in Uplink OFDMA Wireless Systems is a valuable book for?wireless communications and cellular systems professionals and students.
Download or read book Mathematics of Finance written by George Yin and published by American Mathematical Soc.. This book was released on 2004 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains papers based on talks given at the first AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance held at Snowbird. This book includes such topics as modeling, estimation, optimization, control, and risk assessment and management. It is suitable for students interested in mathematical finance.
Download or read book Microeconomic Theory written by Susheng Wang and published by Springer. This book was released on 2018-06-25 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers microeconomic theory at the Master’s and Ph.D levels for students in business schools and economics departments. It concisely covers major mainstream microeconomic theories today, including neoclassical microeconomics, game theory, information economics, and contract theory. The revamped, 3rd edition of "Microeconomic Theory" offers faculty, graduate and upper undergraduate students with a comprehensive curriculum solution.
Download or read book Seminar on Stochastic Analysis Random Fields and Applications VI written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Download or read book Uncertainty in Complex Networked Systems written by Tamer Başar and published by Springer. This book was released on 2018-12-14 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters in this volume, and the volume itself, celebrate the life and research of Roberto Tempo, a leader in the study of complex networked systems, their analysis and control under uncertainty, and robust designs. Contributors include authorities on uncertainty in systems, robustness, networked and network systems, social networks, distributed and randomized algorithms, and multi-agent systems—all fields that Roberto Tempo made vital contributions to. Additionally, at least one author of each chapter was a research collaborator of Roberto Tempo’s. This volume is structured in three parts. The first covers robustness and includes topics like time-invariant uncertainties, robust static output feedback design, and the uncertainty quartet. The second part is focused on randomization and probabilistic methods, which covers topics such as compressive sensing, and stochastic optimization. Finally, the third part deals with distributed systems and algorithms, and explores matters involving mathematical sociology, fault diagnoses, and PageRank computation. Each chapter presents exposition, provides new results, and identifies fruitful future directions in research. This book will serve as a valuable reference volume to researchers interested in uncertainty, complexity, robustness, optimization, algorithms, and networked systems.
Download or read book Smart Data Pricing written by Soumya Sen and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text addressing the high demand for network, cloud, and content services through cutting-edge research on data pricing and business strategies Smart Data Pricing tackles the timely issue of surging demand for network, cloud, and content services and corresponding innovations in pricing these services to benefit consumers, operators, and content providers. The pricing of data traffic and other services is central to the core challenges of network monetization, growth sustainability, and bridging the digital divide. In this book, experts from both academia and industry discuss all aspects of smart data pricing research and development, including economic analyses, system development, user behavior evaluation, and business strategies. Smart Data Pricing: • Presents the analysis of leading researchers from industry and academia surrounding the pricing of network services and content. • Discusses current trends in mobile and wired data usage and their economic implications for content providers, network operators, end users, government regulators, and other players in the Internet ecosystem. • Includes new concepts and background technical knowledge that will help researchers and managers effectively monetize their networks and improve user quality-of-experience. • Provides cutting-edge research on business strategies and initiatives through a diverse collection of perspectives. • Combines academic and industry expertise from multiple disciplines and business organizations. The ideas and background of the technologies and economic principles discussed within these chapters are of real value to practitioners, researchers, and managers in identifying trends and deploying new pricing and network management technologies, and will help support managers in identifying new business directions and innovating solutions to challenging business problems.
Download or read book Convex Duality and Financial Mathematics written by Peter Carr and published by Springer. This book was released on 2018-07-18 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities have shown to be crucial in the process of the dynamic hedging of contingent claims. Common underlying principles and connections between different perspectives are developed; results are illustrated through graphs and explained heuristically. This book can be used as a reference and is aimed toward graduate students, researchers and practitioners in mathematics, finance, economics, and optimization. Topics include: Markowitz portfolio theory, growth portfolio theory, fundamental theorem of asset pricing emphasizing the duality between utility optimization and pricing by martingale measures, risk measures and its dual representation, hedging and super-hedging and its relationship with linear programming duality and the duality relationship in dynamic hedging of contingent claims
Download or read book Mathematical Finance written by Michael Kohlmann and published by Birkhäuser. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2000 is the centenary year of the publication of Bachelier's thesis which - together with Harry Markovitz Ph. D. dissertation on portfolio selection in 1952 and Fischer Black's and Myron Scholes' solution of an option pricing problem in 1973 - is considered as the starting point of modern finance as a mathematical discipline. On this remarkable anniversary the workshop on mathematical finance held at the University of Konstanz brought together practitioners, economists and mathematicians to discuss the state of the art. Apart from contributions to the known discrete, Brownian, and Lvy process models, first attempts to describe a market in a reasonable way by a fractional Brownian motion model are presented, opening many new aspects for practitioners and new problems for mathematicians. As most dynamical financial problems are stochastic filtering or control problems many talks presented adaptations of control methods and techniques to the classical financial problems in portfolio selection irreversible investment risk sensitive asset allocation capital asset pricing hedging contingent claims option pricing interest rate theory. The contributions of practitioners link the theoretical results to the steadily increasing flow of real world problems from financial institutions into mathematical laboratories. The present volume reflects this exchange of theoretical and applied results, methods and techniques that made the workshop a fruitful contribution to the interdisciplinary work in mathematical finance.
Download or read book Submodular Rate Region Models for Multicast Communication in Wireless Networks written by Maximilian Riemensberger and published by Springer. This book was released on 2017-08-29 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes representations of multicast rate regions in wireless networks based on the mathematical concept of submodular functions, e.g., the submodular cut model and the polymatroid broadcast model. These models subsume and generalize the graph and hypergraph models. The submodular structure facilitates a dual decomposition approach to network utility maximization problems, which exploits the greedy algorithm for linear programming on submodular polyhedra. This approach yields computationally efficient characterizations of inner and outer bounds on the multicast capacity regions for various classes of wireless networks.
Download or read book Option Pricing Interest Rates and Risk Management written by Elyès Jouini and published by Cambridge University Press. This book was released on 2001 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.
