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ORL
2010
13 years 3 months ago
2010
This paper considers a parallel queueing model with heterogeneous servers, where an arriving customer joins the shortest queue and jockeying between queues is permitted. Based on ...
ORL
2010
13 years 3 months ago
2010
We present an iterative method for constructing additive envelopes of continuous functions on a compact set, with contact at a prespecified point. For elements of a class of subm...
ORL
2010
13 years 3 months ago
2010
: We compare capital requirements derived by tail conditional expectation (TCE) with those derived by tail conditional median (TCM) and find that there is no clear-cut relationship...
ORL
2010
13 years 3 months ago
2010
Facial reduction algorithm reduces the size of the positive semidefinite cone in SDP. The elimination method for a sparse SOS polynomial ([3]) removes unnecessary monomials for a...
ORL
2010
13 years 3 months ago
2010
We use linear programming to provide a sensitivity analysis of Eisenberg and Noe’s one-period model of contagion via direct bilateral links. We provide a formula for the sensiti...