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ORL
2010
14 years 8 months ago
2010
This paper considers a parallel queueing model with heterogeneous servers, where an arriving customer joins the shortest queue and jockeying between queues is permitted. Based on ...
ORL
2010
14 years 8 months ago
2010
We use linear programming to provide a sensitivity analysis of Eisenberg and Noe’s one-period model of contagion via direct bilateral links. We provide a formula for the sensiti...
ORL
2010
14 years 8 months ago
2010
We compute a complete linear description of the bipartite subgraph polytope, for up to seven nodes, and a conjectured complete description for eight nodes. We then show how these ...
ORL
2010
14 years 8 months ago
2010
: We compare capital requirements derived by tail conditional expectation (TCE) with those derived by tail conditional median (TCM) and find that there is no clear-cut relationship...
ORL
2010
14 years 8 months ago
2010
Facial reduction algorithm reduces the size of the positive semidefinite cone in SDP. The elimination method for a sparse SOS polynomial ([3]) removes unnecessary monomials for a...