JSTOR Daily

Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models

Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...
IEEE

Stochastic Network Utility Maximization with Unknown Utilities: Multi-Armed Bandits Approach

Abstract: In this paper, we study a novel Stochastic Network Utility Maximization (NUM) problem where the utilities of agents are unknown. The utility of each agent depends on the amount of resource ...
JSTOR Daily

Optimal Rate Scheduling via Utility-Maximization for J-User MIMO Markov Fading Wireless Channels with Cooperation

We design a dynamic rate scheduling policy of Markov type by using the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a ...
IEEE

PrivIM: Differentially Private Graph Neural Networks for Influence Maximization

Abstract: Influence Maximization (IM), aiming to identify a small set of highly influential nodes in social networks, is a critical problem in graph analysis. Recently, Graph Neural Networks (GNNs) ...