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INFOCOM
2007
IEEE
15 years 10 months ago
Throughput-Optimal Scheduling in Multichannel Access Point Networks Under Infrequent Channel Measurements
—We consider the problem of uplink/downlink scheduling in a multichannel wireless access point network where channel states differ across channels as well as users, vary with tim...
Koushik Kar, Xiang Luo, Saswati Sarkar
WSC
2004
15 years 5 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
EMO
2005
Springer
126views Optimization» more  EMO 2005»
15 years 9 months ago
The Evolution of Optimality: De Novo Programming
Abstract. Evolutionary algorithms have been quite effective in dealing with single-objective “optimization” while the area of Evolutionary Multiobjective Optimization (EMOO) h...
Milan Zeleny
SIAMCO
2008
116views more  SIAMCO 2008»
15 years 3 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
SIGARCH
2008
94views more  SIGARCH 2008»
15 years 3 months ago
Optimized on-chip pipelining of memory-intensive computations on the cell BE
Multiprocessors-on-chip, such as the Cell BE processor, regularly suffer from restricted bandwidth to off-chip main memory. We propose to reduce memory bandwidth requirements, and...
Christoph W. Kessler, Jörg Keller