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ORL
2007
13 years 4 months ago
2007
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
ORL
2007
13 years 4 months ago
2007
We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The impo...
ORL
2007
13 years 4 months ago
2007
For the M/D/1 processor sharing queue, explicit formulas for the coefficient of variation of the sojourn time conditioned on the service time and on the residual service times of ...
ORL
2007
13 years 4 months ago
2007
We present a very simple way of derandomizing the algorithm proposed by Gupta, Kumar and Roughgarden for Single Source Rent-or-Buy by using the method of conditional expectation. ...
ORL
2007
13 years 4 months ago
2007
We prove that it is NP-complete to decide whether a bipartite graph of maximum degree three on nk vertices can be partitioned into n paths of length k. Finally, we propose some ap...