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JMLR
2008
141views more  JMLR 2008»
15 years 6 months ago
Graphical Methods for Efficient Likelihood Inference in Gaussian Covariance Models
In graphical modelling, a bi-directed graph encodes marginal independences among random variables that are identified with the vertices of the graph. We show how to transform a bi...
Mathias Drton, Thomas S. Richardson
JSS
2008
93views more  JSS 2008»
15 years 6 months ago
A framework for QoS-aware binding and re-binding of composite web services
QoS-aware dynamic binding of composite services provides the capability of binding each service invocation in a composition to a service chosen among a set of functionally equival...
Gerardo Canfora, Massimiliano Di Penta, Raffaele E...
MANSCI
2008
75views more  MANSCI 2008»
15 years 6 months ago
Staffing Multiskill Call Centers via Linear Programming and Simulation
We study an iterative cutting-plane algorithm on an integer program, for minimizing the staffing costs of a multiskill call center subject to service-level requirements which are e...
Mehmet Tolga Çezik, Pierre L'Ecuyer
MOR
2006
79views more  MOR 2006»
15 years 6 months ago
Poisson Disorder Problem with Exponential Penalty for Delay
Abstract. We solve the Poisson disorder problem when the delay is penalized exponentially. Our objective is to detect as quickly as possible the unobservable time of the change (or...
Erhan Bayraktar, Savas Dayanik
MP
2006
175views more  MP 2006»
15 years 6 months ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Rüdiger Schultz, Stephan Tiedemann