Risk Averse Stochastic Optimization
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1. Power allocation in wireless communication systems : stochastic via CVaR and robust approaches / Alocação de potencia em sistemas de comunicações sem fio : abordagens estocastica via o CVaR e robusta
This thesis deals with the power allocation problem under the stochastic and robust approaches, where the channel gains describe the wireless communication system state and are partially known by the controller. The stochastic approach considers the channel gains as random variables which represent the fast fading of the radio signal. Under these settings, t
Publicado em: 2007