We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
We consider how simulation metamodels can be used to optimize the performance of a system that depends on a number of factors. We focus on the situation where the number of simula...
Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to ob...
We consider the problem of several users transmitting packets to a base station, and study an optimal scheduling formulation involving three communication layers, namely, the mediu...
The paper presents a new genetic local search algorithm for multi-objective combinatorial optimization. The goal of the algorithm is to generate in a short time a set of approxima...