• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.41 no.5
• /
• pp.539-545
• /
• 2016

In this paper, the use of an amplify-and-forward (AF) helper station in a cellular network with device-to-device (D2D) communication links is considered to enhance D2D rates and control the interference caused by D2D users to the cellular network. Two design criteria for the AF helper station are considered to improve the overall system quality-of-service (QoS). One is maximization of the worst D2D user rate under a constraint on interference caused by D2D users to the cellular network and the other is its dual, i.e., minimization of interference caused by D2D users to the cellular network with minimum rate guarantee for each D2D user. It is shown that the considered problems reduce to semi-definite programming (SDP) problems. Numerical results show that the proposed AF helper station significantly improves the system performance.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.22 no.3
• /
• pp.386-393
• /
• 2012

Portfolio selection methods based on stochastic receding horizon approach, which were recently reported in the field of financial engineering, can explicitly consider the dynamic characteristics of wealth evolution and various constraints in the process of performing optimal portfolio selection. In view of the theoretical value, versatility, and effectiveness that receding horizon approach has achieved in many engineering problems, dynamic portfolio selection methods based on stochastic receding horizon optimization technique have the possibility of becoming an important breakthrough. This paper observes through theoretical investigations that the SDP(semi-definite program)-based portfolio selection procedure can be simplified, and has obtained meaningful performance on returns from simulation studies applying the simplified version to Korean financial markets.