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IOR
2010
112views more  IOR 2010»
15 years 5 months ago
New Policies for the Stochastic Inventory Control Problem with Two Supply Sources
We study an inventory system under periodic review in the presence of two suppliers (or delivery modes). The emergency supplier has a shorter lead-time than the regular supplier, ...
Anshul Sheopuri, Ganesh Janakiraman, Sridhar Sesha...
APJOR
2010
118views more  APJOR 2010»
15 years 4 months ago
Alternative Randomization for Valuing American Options
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Toshikazu Kimura
ICC
2009
IEEE
135views Communications» more  ICC 2009»
15 years 4 months ago
A Discrete Channel Model for Capturing Memory and Soft-Decision Information: A Capacity Study
A discrete (binary-input 2q -ary output) communication channel with memory is introduced with the objective to judiciously capture both the statistical memory and the soft-decision...
Cecilio Pimentel, Fady Alajaji
INFOCOM
2007
IEEE
16 years 26 days ago
Optimal Policies for Distributed Data Aggregation in Wireless Sensor Networks
Abstract— We consider the scenario of distributed data aggregation in wireless sensor networks, where each sensor can obtain and estimate the information of the whole sensing fi...
Zhenzhen Ye, Alhussein A. Abouzeid, Jing Ai
RSA
2011
124views more  RSA 2011»
15 years 1 months ago
Sparse random graphs with clustering
In 2007 we introduced a general model of sparse random graphs with independence between the edges. The aim of this paper is to present an extension of this model in which the edge...
Béla Bollobás, Svante Janson, Oliver...