Sciweavers

INFOCOM
2011
IEEE
13 years 3 months ago
Scheduling for small delay in multi-rate multi-channel wireless networks
—This paper considers the problem of designing scheduling algorithms for multi-channel (e.g., OFDM-based) wireless downlink systems. We show that the Server-Side Greedy (SSG) rul...
Shreeshankar Bodas, Sanjay Shakkottai, Lei Ying, R...
ANOR
2011
124views more  ANOR 2011»
13 years 7 months ago
Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
Rudi Zagst, Julia Kraus
SIAMJO
2002
120views more  SIAMJO 2002»
13 years 11 months ago
Dual Stochastic Dominance and Related Mean-Risk Models
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
Wlodzimierz Ogryczak, Andrzej Ruszczynski
SIAMJO
2008
97views more  SIAMJO 2008»
14 years 1 days ago
New Formulations for Optimization under Stochastic Dominance Constraints
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
James Luedtke
MANSCI
2006
122views more  MANSCI 2006»
14 years 2 days ago
Stochastic Dominance and Cumulative Prospect Theory
Second order stochastic dominance characterizes risk-averse preferences represented by expected utility. This paper supplies second order stochastic dominance conditions that char...
Manel Baucells, Franz H. Heukamp
MP
2008
137views more  MP 2008»
14 years 2 days ago
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...
Nilay Noyan, Andrzej Ruszczynski
ISIPTA
2005
IEEE
165views Mathematics» more  ISIPTA 2005»
14 years 5 months ago
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...