The problem of discrete universal filtering, in which the components of a discrete signal emitted by an unknown source and corrupted by a known discrete memoryless channel (DMC) ar...
Join the Shortest Queue (JSQ) is a popular routing policy for server farms. However, until now all analysis of JSQ has been limited to First-Come-First-Serve (FCFS) server farms, ...
Varun Gupta, Mor Harchol-Balter, Karl Sigman, Ward...
We consider single-server and multi-server queues with deterministic reneging times motivated by the timeout mechanisms used in application servers.. A Volterra integral equation ...
This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic systems. The propo...
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...