6 search results - page 1 / 2 » Incorporating Asymmetric Distributional Information in Robus... |
MANSCI
2008
13 years 4 months ago
2008
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....
TCAD
2008
13 years 4 months ago
2008
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...
IPCO
2004
13 years 6 months ago
2004
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...
TSP
2010
12 years 11 months ago
2010
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...
BTW
2007
Springer
13 years 10 months ago
2007
Springer
: 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...