We study a problem of dynamic pricing faced by a vendor with limited inventory, uncertain about demand, aiming to maximize expected discounted revenue over an infinite time horiz...
The increasing demand for high-bandwidth applications such as video-on-demand and grid computing is reviving interest in bandwidth reservation schemes. Earlier attempts did not ca...
David Michael Turner, Vassilis Prevelakis, Angelos...
SOFIA (Artemis project: http://www.sofiaproject.eu/) focuses on answering the challenge of creating smart environments and its goal is to make information that resides in the phys...
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
A problem facing many textbook authors (including one of the authors of this paper) is the inevitable delay between new advances in the subject area and their incorporation in a n...
Timothy Miles-Board, Christopher Bailey, Wendy Hal...