— In this paper we investigate the use of proactive multipath routing to achieve energy efficient operation of ad hoc wireless networks. The focus is on optimizing trade-offs be...
The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
Abstract. Humans have the ability to flexibly adjust their information processing strategy according to situational characteristics. However, such ability has been largely overloo...
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...