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ASPDAC
2009
ACM
161views Hardware» more  ASPDAC 2009»
13 years 11 months ago
Risk aversion min-period retiming under process variations
— Recent advances in statistical timing analysis (SSTA) achieve great success in computing arrival times under variations by extending sum and maximum operations to random variab...
Jia Wang, Hai Zhou
HICSS
2007
IEEE
125views Biometrics» more  HICSS 2007»
13 years 11 months ago
Stochastic Model for Power Grid Dynamics
We introduce a stochastic model that describes the quasistatic dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random rem...
Marian Anghel, Kenneth A. Werley, Adilson E. Motte...
COR
2008
116views more  COR 2008»
13 years 5 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
CCE
2007
13 years 5 months ago
Water networks security: A two-stage mixed-integer stochastic program for sensor placement under uncertainty
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
Vicente Rico-Ramírez, Sergio Frausto-Hern&a...
APPROX
2010
Springer
188views Algorithms» more  APPROX 2010»
13 years 6 months ago
Approximation Algorithms for Reliable Stochastic Combinatorial Optimization
We consider optimization problems that can be formulated as minimizing the cost of a feasible solution wT x over an arbitrary combinatorial feasible set F {0, 1}n . For these pro...
Evdokia Nikolova