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MANSCI
2008
122views more  MANSCI 2008»
9 years 9 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
TCAD
2008
136views more  TCAD 2008»
9 years 9 months ago
A Geometric Programming-Based Worst Case Gate Sizing Method Incorporating Spatial Correlation
We present an efficient optimization scheme for gate sizing in the presence of process variations. Our method is a worst-case design scheme, but it reduces the pessimism involved i...
Jaskirat Singh, Zhi-Quan Luo, Sachin S. Sapatnekar
IPCO
2004
107views Optimization» more  IPCO 2004»
9 years 10 months ago
A Robust Optimization Approach to Supply Chain Management
Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time...
Dimitris Bertsimas, Aurélie Thiele
TSP
2010
9 years 4 months ago
On scalable distributed coding of correlated sources
Abstract--This paper considers the problem of scalable distributed coding of correlated sources that are communicated to a central unit, a setting typically encountered in sensor n...
Ankur Saxena, Kenneth Rose
BTW
2007
Springer
154views Database» more  BTW 2007»
10 years 3 months ago
Integrating Query-Feedback Based Statistics into Informix Dynamic Server
: Statistics that accurately describe the distribution of data values in the columns of relational tables are essential for effective query optimization in a database management sy...
Alexander Behm, Volker Markl, Peter J. Haas, Kesha...
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