Sciweavers

157 search results - page 25 / 32
» Solving a Stochastic Queueing Control Problem with Constrain...
Sort
View
ANOR
2007
73views more  ANOR 2007»
14 years 11 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
ATAL
2007
Springer
15 years 5 months ago
A Q-decomposition and bounded RTDP approach to resource allocation
This paper contributes to solve effectively stochastic resource allocation problems known to be NP-Complete. To address this complex resource management problem, a Qdecomposition...
Pierrick Plamondon, Brahim Chaib-draa, Abder Rezak...
MP
2010
128views more  MP 2010»
14 years 10 months ago
Perspective reformulations of mixed integer nonlinear programs with indicator variables
Abstract. We study mixed integer nonlinear programs (MINLP)s that are driven by a collection of indicator variables where each indicator variable controls a subset of the decision ...
Oktay Günlük, Jeff Linderoth
ASPDAC
2006
ACM
119views Hardware» more  ASPDAC 2006»
15 years 5 months ago
Using speculative computation and parallelizing techniques to improve scheduling of control based designs
Recent research results have seen the application of parallelizing techniques to high-level synthesis. In particular, the effect of speculative code transformations on mixed contr...
Roberto Cordone, Fabrizio Ferrandi, Marco D. Santa...
PPDP
2005
Springer
15 years 5 months ago
Security policy in a declarative style
We address the problem of controlling information leakage in a concurrent declarative programming setting. Our aim is to define verification tools in order to distinguish betwee...
Rachid Echahed, Frédéric Prost