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113,775
Debt, deficits and finite horizons
 Journal of Political Economy
, 1985
"... Weitzman have improved this paper. I thank NSF for financial ..."
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Cited by 579 (1 self)
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Weitzman have improved this paper. I thank NSF for financial
Constrained model predictive control: Stability and optimality
 AUTOMATICA
, 2000
"... Model predictive control is a form of control in which the current control action is obtained by solving, at each sampling instant, a finite horizon openloop optimal control problem, using the current state of the plant as the initial state; the optimization yields an optimal control sequence and t ..."
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Cited by 696 (15 self)
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Model predictive control is a form of control in which the current control action is obtained by solving, at each sampling instant, a finite horizon openloop optimal control problem, using the current state of the plant as the initial state; the optimization yields an optimal control sequence
Genetic Algorithms for Multiobjective Optimization: Formulation, Discussion and Generalization
, 1993
"... The paper describes a rankbased fitness assignment method for Multiple Objective Genetic Algorithms (MOGAs). Conventional niche formation methods are extended to this class of multimodal problems and theory for setting the niche size is presented. The fitness assignment method is then modified to a ..."
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Cited by 610 (15 self)
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to allow direct intervention of an external decision maker (DM). Finally, the MOGA is generalised further: the genetic algorithm is seen as the optimizing element of a multiobjective optimization loop, which also comprises the DM. It is the interaction between the two that leads to the determination of a
The Optimal Degree of Commitment to an Intermediate Monetary Target
 QUARTERLY JOURNAL OF ECONOMICS
, 1985
"... ..."
Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
 SIAM Journal on Optimization
, 1993
"... We study the semidefinite programming problem (SDP), i.e the problem of optimization of a linear function of a symmetric matrix subject to linear equality constraints and the additional condition that the matrix be positive semidefinite. First we review the classical cone duality as specialized to S ..."
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Cited by 557 (12 self)
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We study the semidefinite programming problem (SDP), i.e the problem of optimization of a linear function of a symmetric matrix subject to linear equality constraints and the additional condition that the matrix be positive semidefinite. First we review the classical cone duality as specialized
Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
, 2004
"... Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear m ..."
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Cited by 1513 (20 self)
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Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear measurements do we need to recover objects from this class to within accuracy ɛ? This paper shows that if the objects of interest are sparse or compressible in the sense that the reordered entries of a signal f ∈ F decay like a powerlaw (or if the coefficient sequence of f in a fixed basis decays like a powerlaw), then it is possible to reconstruct f to within very high accuracy from a small number of random measurements. typical result is as follows: we rearrange the entries of f (or its coefficients in a fixed basis) in decreasing order of magnitude f  (1) ≥ f  (2) ≥... ≥ f  (N), and define the weakℓp ball as the class F of those elements whose entries obey the power decay law f  (n) ≤ C · n −1/p. We take measurements 〈f, Xk〉, k = 1,..., K, where the Xk are Ndimensional Gaussian
Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
, 1976
"... This paper integrates elements from the theory of agency, the theory of property rights and the theory of finance to develop a theory of the ownership structure of the firm. We define the concept of agency costs, show its relationship to the ‘separation and control’ issue, investigate the nature of ..."
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Cited by 2780 (12 self)
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of the agency costs generated by the existence of debt and outside equity, demonstrate who bears costs and why, and investigate the Pareto optimality of their existence. We also provide a new definition of the firm, and show how our analysis of the factors influencing the creation and issuance of debt
Consensus and cooperation in networked multiagent systems
 PROCEEDINGS OF THE IEEE
"... This paper provides a theoretical framework for analysis of consensus algorithms for multiagent networked systems with an emphasis on the role of directed information flow, robustness to changes in network topology due to link/node failures, timedelays, and performance guarantees. An overview of ..."
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Cited by 772 (2 self)
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This paper provides a theoretical framework for analysis of consensus algorithms for multiagent networked systems with an emphasis on the role of directed information flow, robustness to changes in network topology due to link/node failures, timedelays, and performance guarantees. An overview
A unified theory of underreaction, momentum trading and overreaction in asset markets
, 1999
"... We model a market populated by two groups of boundedly rational agents: “newswatchers” and “momentum traders.” Each newswatcher observes some private information, but fails to extract other newswatchers’ information from prices. If information diffuses gradually across the population, prices underre ..."
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Cited by 577 (31 self)
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underreact in the short run. The underreaction means that the momentum traders can profit by trendchasing. However, if they can only implement simple (i.e., univariate) strategies, their attempts at arbitrage must inevitably lead to overreaction at long horizons. In addition to providing a unified account
Results 1  10
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113,775