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ICWN
2003
15 years 2 months ago
Modeling of WLAN Beacon Signal Strength Measured in an Indoor Environment
: In the fourth generation wireless networks, it is believed that wireless LANs (WLANs) will interwork with cellular systems to provide fast speed data services. The integration of...
Wenhui Zhang
IJCAI
2003
15 years 2 months ago
Dynamic Vehicle Routing with Stochastic Requests
This paper considers vehicle routing problems (VRP) where customer locations and service times are random variables that are realized dynamically during plan execution. It propose...
Russell Bent, Pascal Van Hentenryck
101
Voted
WSC
2004
15 years 2 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
15 years 2 months ago
An Experimental Study on Forecasting Using TES Processes
Forecasting is of prime importance for accuracy in decision making. For data sets containing high autocorrelations, failure to account for temporal dependence will result in poor ...
Abdullah S. Karaman, Tayfur Altiok
SODA
2003
ACM
107views Algorithms» more  SODA 2003»
15 years 2 months ago
Fault-tolerant facility location
We consider a fault-tolerant generalization of the classical uncapacitated facility location problem, where each client j has a requirement that rj distinct facilities serve it, i...
Chaitanya Swamy, David B. Shmoys