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MP
2006
107views more  MP 2006»
15 years 2 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»
16 years 8 days 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»
15 years 2 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»
15 years 2 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
126
Voted
JSAC
2007
73views more  JSAC 2007»
15 years 2 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