{"id":"https://openalex.org/W2592231594","doi":"https://doi.org/10.23919/acc.2017.7963320","title":"On optimal portfolios of dynamic resource allocations","display_name":"On optimal portfolios of dynamic resource allocations","publication_year":2017,"publication_date":"2017-05-01","ids":{"openalex":"https://openalex.org/W2592231594","doi":"https://doi.org/10.23919/acc.2017.7963320","mag":"2592231594"},"language":"en","primary_location":{"id":"doi:10.23919/acc.2017.7963320","is_oa":false,"landing_page_url":"https://doi.org/10.23919/acc.2017.7963320","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 American Control Conference (ACC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5082596545","display_name":"Yingdong Lu","orcid":"https://orcid.org/0000-0002-3672-0865"},"institutions":[{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yingdong Lu","raw_affiliation_strings":["Mathematical Sciences Department, IBM Thomas J. Watson Research Center"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematical Sciences Department, IBM Thomas J. Watson Research Center","institution_ids":["https://openalex.org/I4210114115"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021806638","display_name":"Siva Theja Maguluri","orcid":"https://orcid.org/0000-0002-5797-1639"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Siva Theja Maguluri","raw_affiliation_strings":["H. Milton Stewart School of of Industrial and Systems Engineering, Georgia Institute of Technology"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"H. Milton Stewart School of of Industrial and Systems Engineering, Georgia Institute of Technology","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013152760","display_name":"Mark S. Squillante","orcid":null},"institutions":[{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mark S. Squillante","raw_affiliation_strings":["Mathematical Sciences Department, IBM Thomas J. Watson Research Center"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematical Sciences Department, IBM Thomas J. Watson Research Center","institution_ids":["https://openalex.org/I4210114115"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5038483763","display_name":"Chai Wah Wu","orcid":"https://orcid.org/0000-0002-0657-0683"},"institutions":[{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Chai Wah Wu","raw_affiliation_strings":["Mathematical Sciences Department, IBM Thomas J. Watson Research Center"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematical Sciences Department, IBM Thomas J. Watson Research Center","institution_ids":["https://openalex.org/I4210114115"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"2447","last_page":"2452"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/resource-allocation","display_name":"Resource allocation","score":0.767504096031189},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.671636700630188},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.5806097984313965},{"id":"https://openalex.org/keywords/optimal-allocation","display_name":"Optimal allocation","score":0.5733047127723694},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5562039613723755},{"id":"https://openalex.org/keywords/resource-management","display_name":"Resource management (computing)","score":0.5437613129615784},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.507150411605835},{"id":"https://openalex.org/keywords/resource","display_name":"Resource (disambiguation)","score":0.5041602849960327},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.488839328289032},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3398982286453247},{"id":"https://openalex.org/keywords/distributed-computing","display_name":"Distributed computing","score":0.19030749797821045},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12005695700645447},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.09203505516052246}],"concepts":[{"id":"https://openalex.org/C29202148","wikidata":"https://www.wikidata.org/wiki/Q287260","display_name":"Resource allocation","level":2,"score":0.767504096031189},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.671636700630188},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.5806097984313965},{"id":"https://openalex.org/C3020013979","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Optimal allocation","level":2,"score":0.5733047127723694},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5562039613723755},{"id":"https://openalex.org/C2780609101","wikidata":"https://www.wikidata.org/wiki/Q17156588","display_name":"Resource management (computing)","level":2,"score":0.5437613129615784},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.507150411605835},{"id":"https://openalex.org/C206345919","wikidata":"https://www.wikidata.org/wiki/Q20380951","display_name":"Resource (disambiguation)","level":2,"score":0.5041602849960327},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.488839328289032},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3398982286453247},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.19030749797821045},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12005695700645447},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.09203505516052246},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.23919/acc.2017.7963320","is_oa":false,"landing_page_url":"https://doi.org/10.23919/acc.2017.7963320","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 American Control Conference (ACC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.49000000953674316,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W2002788332","https://openalex.org/W2132621139","https://openalex.org/W2141209339","https://openalex.org/W2888699453","https://openalex.org/W2953277152","https://openalex.org/W6753571467"],"related_works":["https://openalex.org/W2080802605","https://openalex.org/W3133864837","https://openalex.org/W2923452570","https://openalex.org/W206598027","https://openalex.org/W2978610750","https://openalex.org/W2022931285","https://openalex.org/W2364828369","https://openalex.org/W1589966275","https://openalex.org/W2376125997","https://openalex.org/W2086872282"],"abstract_inverted_index":{"We":[0,58],"consider":[1],"the":[2,41,46,69],"optimal":[3,70],"allocation":[4,31],"of":[5,12,28],"generic":[6,10],"resources":[7],"among":[8],"multiple":[9],"entities":[11],"interest":[13],"over":[14],"a":[15,26,60],"finite":[16],"planning":[17],"horizon,":[18],"where":[19],"each":[20,33,56],"entity":[21],"generates":[22],"stochastic":[23],"returns":[24],"as":[25],"function":[27],"its":[29],"resource":[30,72],"during":[32],"period.":[34,57],"The":[35],"main":[36],"objective":[37],"is":[38],"to":[39,51,67],"maximize":[40],"expected":[42],"return":[43],"while":[44],"at":[45],"same":[47],"time":[48],"managing":[49],"risk":[50],"an":[52],"acceptable":[53],"level":[54],"for":[55],"devise":[59],"general":[61],"solution":[62],"framework":[63],"and":[64],"establish":[65],"how":[66],"obtain":[68],"dynamic":[71],"allocation.":[73]},"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}