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CCE
2008
15 years 6 months ago
Chance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Pu Li, Harvey Arellano-Garcia, Günter Wozny
WSC
2007
15 years 9 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
CORR
2010
Springer
176views Education» more  CORR 2010»
15 years 6 months ago
Limited Feedback Multi-Antenna Quantization Codebook Design-Part I: Single-User Channels
Abstract--In this two-part paper, we study the design and optimization of limited feedback single-user and multiuser systems with a multiple-antenna base station and single-antenna...
Behrouz Khoshnevis, Wei Yu
AAAI
2007
15 years 9 months ago
Automated Online Mechanism Design and Prophet Inequalities
Recent work on online auctions for digital goods has explored the role of optimal stopping theory — particularly secretary problems — in the design of approximately optimal on...
Mohammad Taghi Hajiaghayi, Robert D. Kleinberg, Tu...
ASPDAC
2000
ACM
154views Hardware» more  ASPDAC 2000»
15 years 11 months ago
Dynamic weighting Monte Carlo for constrained floorplan designs in mixed signal application
Simulated annealing has been one of the most popular stochastic optimization methods used in the VLSI CAD field in the past two decades for handling NP-hard optimization problems...
Jason Cong, Tianming Kong, Faming Liang, Jun S. Li...