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WSC
2008
15 years 9 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser
CCS
2008
ACM
15 years 8 months ago
Cognitive security for personal devices
Humans should be able to think of computers as extensions of their body, as craftsmen do with their tools. Current security models, however, are too unlike those used in human min...
Rachel Greenstadt, Jacob Beal
NIPS
2004
15 years 8 months ago
Joint Probabilistic Curve Clustering and Alignment
Clustering and prediction of sets of curves is an important problem in many areas of science and engineering. It is often the case that curves tend to be misaligned from each othe...
Scott Gaffney, Padhraic Smyth
NSDI
2004
15 years 8 months ago
Contract-Based Load Management in Federated Distributed Systems
This paper focuses on load management in looselycoupled federated distributed systems. We present a distributed mechanism for moving load between autonomous participants using bil...
Magdalena Balazinska, Hari Balakrishnan, Michael S...
WSC
2001
15 years 8 months ago
A new approach to pricing American-style derivatives
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...