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...
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...
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...
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...
— 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...