Name
Abstract | ||
|---|---|---|
We consider the optimal allocation of generic resources among multiple generic entities of interest over a finite planning horizon, where each entity generates stochastic returns as a function of its resource allocation during each period. The main objective is to maximize the expected return while at the same time managing risk to an acceptable level for each period. We devise a general solution framework and establish how to obtain the optimal dynamic resource allocation. |
Year | Venue | Field |
|---|---|---|
2017 | 2017 AMERICAN CONTROL CONFERENCE (ACC) | Resource management,Mathematical optimization,Time horizon,Computer science,Resource allocation,Dynamic priority scheduling,Expected return |
DocType | ISSN | Citations |
Conference | 0743-1619 | 0 |
PageRank | References | Authors |
0.34 | 1 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| y. Lu | 1 | 180 | 20.18 |
| Siva Theja Maguluri | 2 | 67 | 18.55 |
| Mark S. Squillante | 3 | 1366 | 157.28 |
| Chai Wah Wu | 4 | 330 | 67.62 |