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» Stochastic Constraint Programming: A Scenario-Based Approach
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NETWORKS
2008
13 years 6 months ago
Reformulation and sampling to solve a stochastic network interdiction problem
The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
Udom Janjarassuk, Jeff Linderoth
ANOR
2007
73views more  ANOR 2007»
13 years 6 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
TASLP
2010
78views more  TASLP 2010»
13 years 22 days ago
Solving Demodulation as an Optimization Problem
We introduce two new methods for the demodulation of acoustic signals by posing the problem in a convex optimization framework. This allows the parameters of the modulator and carr...
Gregory Sell, Malcolm Slaney
JPDC
2008
122views more  JPDC 2008»
13 years 6 months ago
Stochastic robustness metric and its use for static resource allocations
This research investigates the problem of robust static resource allocation for distributed computing systems operating under imposed Quality of Service (QoS) constraints. Often, ...
Vladimir Shestak, Jay Smith, Anthony A. Maciejewsk...
CP
2007
Springer
14 years 6 days ago
Scheduling Conditional Task Graphs
The increasing levels of system integration in Multi-Processor System-on-Chips (MPSoCs) emphasize the need for new design flows for efficient mapping of multi-task applications o...
Michele Lombardi, Michela Milano