Utility Maximization Problem
Key Facts
Abbreviation
UMP
Pronunciation
/juˈtɪləti ˌmæksɪmɪˈzeɪʃən ˈprɑbləm/
Category
Miscellaneous
Related Field
Unclassified
Examples in Context
- Then the utility maximization problem is transformed into a non-cooperative resource allocation game constrained by the maximum power.
- Then, we solve the utility maximization problem by the proximal method and gradient projection method for solving the utility function.
- Then, the channel allocation is formulated as a utility maximization problem and can be solved with Lagrangian relaxation method.
- Finally, we study the Robust utility maximization portfolio selection problem under which the stock price followed a CEV model. We also obtain the closed-form solutions of the optimal portfolio strategy, the optimal equivalent probability scenario and the optimal value function using the linear-quadratic technique.
- The idea of network utility maximization is proposed to force cooperation between nodes, and the design of multi-channel wireless ad hoc network is formulated as a nonlinear optimization problem.
Other meanings of UMP
Upper Mantle Project
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Computing
Umpire
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United Midwest Promotions
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Useless Message Poster
Internet