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    IOR
    2010
    94views more  IOR 2010»
    Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
    13 years 2 months ago
    Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
    Download  myweb.polyu.edu.hk
    We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent occupancy of both servers while class 2 jobs use one se...
    Heng-Qing Ye, David D. Yao
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    IOR
    2010
    71views more  IOR 2010»
    Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
    13 years 2 months ago
    Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
    Download  legacy.orie.cornell.edu
    Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
    Jörn Dunkel, Stefan Weber
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    IOR
    2010
    98views more  IOR 2010»
    A Shadow Simplex Method for Infinite Linear Programs
    13 years 2 months ago
    A Shadow Simplex Method for Infinite Linear Programs
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    We present a Simplex-type algorithm, that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another not necessarily adjacent extrem...
    Archis Ghate, Dushyant Sharma, Robert L. Smith
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    IOR
    2010
    62views more  IOR 2010»
    Provably Near-Optimal LP-Based Policies for Revenue Management in Systems with Reusable Resources
    13 years 2 months ago
    Provably Near-Optimal LP-Based Policies for Revenue Management in Systems with Reusable Resources
    Download  www.gsb.stanford.edu
    Retsef Levi, Ana Radovanovic
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    IOR
    2010
    58views more  IOR 2010»
    Bounds and Heuristics for Optimal Bayesian Inventory Control with Unobserved Lost Sales
    13 years 2 months ago
    Bounds and Heuristics for Optimal Bayesian Inventory Control with Unobserved Lost Sales
    Download  faculty.fuqua.duke.edu
    Li Chen
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    IOR
    2010
    92views more  IOR 2010»
    Series Expansions for Continuous-Time Markov Processes
    13 years 3 months ago
    Series Expansions for Continuous-Time Markov Processes
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    We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
    Bernd Heidergott, Arie Hordijk, Nicole Leder
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    IOR
    2010
    54views more  IOR 2010»
    A Soft Robust Model for Optimization Under Ambiguity
    13 years 3 months ago
    A Soft Robust Model for Optimization Under Ambiguity
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    Aharon Ben-Tal, Dimitris Bertsimas, David B. Brown
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    IOR
    2010
    71views more  IOR 2010»
    A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
    13 years 3 months ago
    A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
    Download  www.andrew.cmu.edu
    Ron N. Borkovsky, Ulrich Doraszelski, Yaroslav Kry...
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    IOR
    2010
    90views more  IOR 2010»
    No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems
    13 years 3 months ago
    No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems
    Download  www.smeal.psu.edu
    This paper analyzes a class of common-component allocation rules, termed no-holdback (NHB) rules, in continuous-review assemble-to-order (ATO) systems. We assume that component in...
    Yingdong Lu, Jing-Sheng Song, Yao Zhao
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    IOR
    2010
    53views more  IOR 2010»
    Optimal Multileaf Collimator Leaf Sequencing in IMRT Treatment Planning
    13 years 3 months ago
    Optimal Multileaf Collimator Leaf Sequencing in IMRT Treatment Planning
    Download  www.ie.boun.edu.tr
    Z. Caner Taskin, J. Cole Smith, H. Edwin Romeijn, ...
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