Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Loopy and generalized belief propagation are popular algorithms for approximate inference in Markov random fields and Bayesian networks. Fixed points of these algorithms have been...
In this paper we present a new approach to derive heavy-traffic asymptotics for polling models. We consider the classical cyclic polling model with exhaustive or gated service at ...
Abstract—We provide a formal model for the Change Management process for Enterprise IT systems, and develop change scheduling algorithms that seek to attain the “change capacit...
In geographic (or geometric) routing, messages are expected to route in a greedy manner: the current node always forwards a message to its neighbor node that is closest to the des...