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MP
2006
107views more  MP 2006»
14 years 12 months ago
Optimality conditions in portfolio analysis with general deviation measures
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
SODA
2010
ACM
173views Algorithms» more  SODA 2010»
15 years 9 months ago
Distributed Agreement with Optimal Communication Complexity
We consider the problem of fault-tolerant agreement in a crash-prone synchronous system. We present a new randomized consensus algorithm that achieves optimal communication effici...
Seth Gilbert, Dariusz Kowalski
PE
2006
Springer
115views Optimization» more  PE 2006»
14 years 11 months ago
Optimal processor allocation to differentiated job flows
In this paper, we study the problem of dynamic allocation of the resources of a general parallel processing system, comprised of M heterogeneous processors and M heterogeneous tra...
Kimberly M. Wasserman, George Michailidis, Nichola...
SIAMJO
2008
97views more  SIAMJO 2008»
14 years 11 months ago
New Formulations for Optimization under Stochastic Dominance Constraints
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
James Luedtke
JSAC
2007
73views more  JSAC 2007»
14 years 11 months ago
Optimal Wavelength Sharing Policies in OBS Networks Subject to QoS Constraints
— We consider the general problem of optimizing the performance of OBS networks with multiple traffic classes subject to strict (absolute) QoS constraints in terms of the end-to...
Li Yang, George N. Rouskas