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NIPS
2008
15 years 8 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
WICON
2008
15 years 8 months ago
On the practical complexity of solving the maximum weighted independent set problem for optimal scheduling in wireless networks
It is well known that the maximum weighted independent set (MWIS) problem is NP-complete. Moreover, optimal scheduling in wireless networks requires solving a MWIS problem. Conseq...
Peng Wang, Stephan Bohacek
AAAI
2004
15 years 8 months ago
Regrets Only! Online Stochastic Optimization under Time Constraints
This paper considers online stochastic optimization problems where time constraints severely limit the number of offline optimizations which can be performed at decision time and/...
Russell Bent, Pascal Van Hentenryck
TASLP
2008
105views more  TASLP 2008»
15 years 6 months ago
Optimizing the Performance of Spoken Language Recognition With Discriminative Training
The performance of spoken language recognition system is typically formulated to reflect the detection cost and the strategic decision points along the detection-error-tradeoff cur...
Donglai Zhu, Haizhou Li, Bin Ma, Chin-Hui Lee
TWC
2008
131views more  TWC 2008»
15 years 6 months ago
Optimal transmission strategies for rayleigh fading relay channels
In this paper, a decode-and-forward (DF) single relay model in a Rayleigh fading environment is considered. The outage probability and ergodic rate for this model are derived. With...
Yonglan Zhu, Yan Xin, Pooi Yuen Kam