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» Optimal Control for the Thermistor Problem
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ANOR
2007
73views more  ANOR 2007»
15 years 5 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
FTEDA
2006
137views more  FTEDA 2006»
15 years 5 months ago
Statistical Performance Modeling and Optimization
As IC technologies scale to finer feature sizes, it becomes increasingly difficult to control the relative process variations. The increasing fluctuations in manufacturing process...
Xin Li, Jiayong Le, Lawrence T. Pileggi
TEC
2002
128views more  TEC 2002»
15 years 4 months ago
A framework for evolutionary optimization with approximate fitness functions
It is not unusual that an approximate model is needed for fitness evaluation in evolutionary computation. In this case, the convergence properties of the evolutionary algorithm are...
Yaochu Jin, Markus Olhofer, Bernhard Sendhoff
IOR
2010
72views more  IOR 2010»
15 years 3 months ago
Inventory Control with Generalized Expediting
We consider a single-item, periodic review inventory control problem where discrete stochastic demand must be satisfied. When shortages occur, the unmet demand must be filled by...
Eric Logan Huggins, Tava Lennon Olsen
ICDE
2008
IEEE
118views Database» more  ICDE 2008»
16 years 6 months ago
Robust Runtime Optimization of Data Transfer in Queries over Web Services
Self-managing solutions have recently attracted a lot of interest from the database community. The need for self-* properties is more evident in distributed applications comprising...
Anastasios Gounaris, Christos Yfoulis, Rizos Sakel...