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COMCOM
2008
72views more  COMCOM 2008»
15 years 6 months ago
Stochastic analysis of the interplay between object maintenance and churn
Due to the prevalence of peer dynamics (i.e., churn), object maintenance becomes a fundamental issue in peer-to-peer storage systems. Although quite a few prototypes have been des...
Di Wu, Ye Tian, Kam-Wing Ng, Anwitaman Datta
EOR
2010
149views more  EOR 2010»
15 years 6 months ago
Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
IOR
2010
93views more  IOR 2010»
15 years 4 months ago
Equilibrium Capacity Expansion Under Stochastic Demand Growth
In critical energy infrastructure sectors (e.g. electric power generation, natural gas transportation, oil refining capacity) maintaining certain level of excess capacity is soci...
Alfredo Garcia, Zhijiang Shen
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
15 years 1 months ago
Stock market trading via stochastic network optimization
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Michael J. Neely
CMSB
2010
Springer
15 years 1 months ago
Stochasticity in reactions: a probabilistic Boolean modeling approach
Boolean modeling frameworks have long since proved their worth for capturing and analyzing essential characteristics of complex systems. Hybrid approaches aim at exploiting the ad...
Sven Twardziok, Heike Siebert, Alexander Heyl