This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
ABSTRACT: We examine an environment where goods and privately informed buyers arrive stochastically to a market. A seller in this setting faces a sequential allocation problem with...
The problem of robust line planning requests for a set of origin-destination paths (lines) along with their traffic rates (frequencies) in an underlying railway network infrastruct...
The existing telecommunications infrastructure in most of the world is adequate to deliver voice and text applications, but demand for broadband services such as streaming video an...
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetza...
We use a constrained optimization framework to derive fundamental scaling laws for both unstructured sensor networks (which use blind sequential search for querying) and structure...