14 search results - page 2 / 3 » Optimal Threshold Levels in Stochastic Fluid Models via Simu... |
AUTOMATICA
2006
13 years 5 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
PE
2006
Springer
13 years 5 months ago
2006
Springer
This paper proposes a stochastic fluid flow model to compute the transfer time distribution of resources in peer-to-peer file sharing applications. The amount of bytes transferred...
WINE
2007
Springer
13 years 11 months ago
2007
Springer
Internet search companies sell advertisement slots based on users’ search queries via an auction. Advertisers have to solve a complex optimization problem of how to place bids o...
IOR
2011
13 years 7 days ago
2011
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
ISCAS
2008
IEEE
13 years 11 months ago
2008
IEEE
— In this paper, we have proposed a thermal aware routing based parameterization to generate a clock model that takes the stochastic temperature variation into consideration. The...