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WSC
2004
14 years 10 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
WIOPT
2011
IEEE
14 years 1 months ago
Network utility maximization over partially observable Markovian channels
Abstract—This paper considers maximizing throughput utility in a multi-user network with partially observable Markov ON/OFF channels. Instantaneous channel states are never known...
Chih-Ping Li, Michael J. Neely
INFOCOM
2010
IEEE
14 years 8 months ago
Routing for Energy Minimization in the Speed Scaling Model
Abstract—We study network optimization that considers energy minimization as an objective. Studies have shown that mechanisms such as speed scaling can significantly reduce the ...
Matthew Andrews, Antonio Fernández, Lisa Zh...
89
Voted
PE
2010
Springer
133views Optimization» more  PE 2010»
14 years 7 months ago
Positive Harris recurrence and diffusion scale analysis of a push pull queueing network
We consider a push pull queueing system with two servers and two types of jobs which are processed by the two servers in opposite order, with stochastic generally distributed proc...
Yoni Nazarathy, Gideon Weiss
SIAMCOMP
2010
147views more  SIAMCOMP 2010»
14 years 7 months ago
Uniform Direct Product Theorems: Simplified, Optimized, and Derandomized
The classical direct product theorem for circuits says that if a Boolean function f : {0, 1}n → {0, 1} is somewhat hard to compute on average by small circuits, then the correspo...
Russell Impagliazzo, Ragesh Jaiswal, Valentine Kab...