Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performance measures and their ...
Graphical models are usually learned without regard to the cost of doing inference with them. As a result, even if a good model is learned, it may perform poorly at prediction, be...
The queueing Petri net (QPN) paradigm provides a number of benefits over conventional modeling paradigms such as queueing networks and generalized stochastic Petri nets. Using qu...
We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytical...
Noah D. Stein, Pablo A. Parrilo, Asuman E. Ozdagla...
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...