Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...

In this paper, we consider a class of non-cooperative N-player finite-horizon linear-quadratic dynamic games with linear constraints. We introduce a constr...

We investigate the optimal power allocation in an OFDM-SDMA system when some users have minimum requirements for their downlink transmission rate. We first ...

In this article, we develop the two-dimensional positive edge criterion for the dual simplex. This work extends a similar pricing rule implemented by Towhidi...

The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discou...

Cake-cutting is a metaphor for problems where a principal agent has to fairly allocate resources. Such problems cover various areas of operations research ...

We investigate the impact of store capacity and extent of inter-product substitution in a retailer's assortment on the optimal timing and depth of price pro...

We study the alliance formation strategy among suppliers in a one downstream firm-n upstream suppliers framework. Each supplier faces an exogenous random sho...

We consider a firm buying a commodity from the spot market as raw material and selling a final product by submitting bids. Bidding opportunities (i.e., deman...

Since its introduction in 1969, the set partitioning problem has received much attention, and the structure of its feasible domain has been studied in detail...

In this paper, we propose a queueing model to analyze the performance of an opportunistic spectrum access (OSA) system with service interruptions operating o...

We provide a comprehensive delay and queueing analysis for two baseline medium access control protocols for multi-user cognitive radio networks with homogene...

Notables features of cognitive radios have made them a technology of choice for wireless communications and motivated the notion of cognitive radio cellular ...

Dynamic spectrum access (DSA) for secondary networks improves the spectrum utilization by finding spectrum opportunities and exploiting them efficiently. A k...

In this paper, we present a new queueing model providing the accurate average system time for packets transmitted over a cognitive radio (CR) link for multip...

In this paper we introduce a joint planning and energy management framework for Wireless Mesh Networks. In order to show that power management should be inte...

The packet delay variation, commonly called delay jitter, is an important quality of service parameter in IP networks especially for real-time applications. ...

Jitter buffering is a key component in multimedia and real-time services. A jitter buffer is used at the receiver side to control packet rate and to compensa...

An analytical approach and a control strategy are proposed in Part I of this two-part paper for leveraging the aggregate demand of a population of Thermostat...

There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...