The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variat...
We consider a communication network with fixed routing that can accommodate multiple service classes, differing in bandwidth requirements, demand pattern, call duration, and routin...
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
The current situation in the Internet service provider market shows that Internet service providers (ISPs) are still struggling to find sustainable business models. The challenge ...
We develop a structural model of credit risk in a network economy, where any firm can lend to any other firm, so that each firm is subject to counterparty risk either from dire...