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Portfolio Management using Partially Observable Markov Decision Process
Contributor:Zahedi, Ramin; Chong, Edwin Kah Pin
Portfolio theory is concerned with how an investor should divide his wealth among different securities. This problem was first formulated by Markowitz in 1952. Since then, other more sophisticated formulations have been ...
Opportunistic Scheduling for Wireless Networks
Contributor:Zhang, Zhi; Chong, Edwin Kah Pin
We consider the problem of downlink scheduling for multi-user OFDM (Orthogonal Frequency Division Multiplexing) systems. We derive optimal scheduling policies under three QoS/fairness constraints -- temporal fairness, ...
Active Sensing in an Urban Environment: Closing the Loop
Contributor:Barbosa, Patricia de Rezende; Li, Yun, 1970-; Chong, Edwin Kah Pin
When compared to tracking airborne targets, tracking ground targets on urban terrain brings a new set of challenges. Target mobility is constrained by road networks, and the quality of measurements is affected by dense ...