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ICCS
2005
Springer
16 years 9 days ago
Optimization of Bandwidth Allocation in Communication Networks with Penalty Cost
In this paper, we present an analysis on optimization and risk management in Communication Networks (CNs). The model is proposed for offline traffic engineering optimization, which...
Jun Wu, Wuyi Yue, Shouyang Wang
ICALP
2000
Springer
15 years 10 months ago
Amalgamation of Transition Sequences in the PEPA Formalism
This report presents a formal approach to reducing sequences in PEPA components. Performing the described amalgamation procedure we may remove, from the underlying Markov chain, t...
Jane Hillston, J. Tomasik
WSC
2004
15 years 8 months ago
Adaptive Control Variates
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
Sujin Kim, Shane G. Henderson
COR
2008
116views more  COR 2008»
15 years 6 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
COLCOM
2005
IEEE
16 years 12 days ago
Symbiotic multi-path routing with attractor selection
In this paper we discuss the effects of symbiosis when using an attractor selection model for multi-path routing in an overlay network. Attractor selection is a biologically inspi...
Kenji Leibnitz, Naoki Wakamiya, Masayuki Murata