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SIAMCO
2008
121views more  SIAMCO 2008»
13 years 6 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
AIPS
1994
13 years 8 months ago
A Planner with Quality Goal and Its Speed-up Learning for Optimization Problem
Aimsof traditional planners had beenlimited to finding a sequenceof operators rather than finding an optimal or neax-optimalfinal state. Consequent]y, the performanceimprovementsy...
Masahiko Iwamoto
WSC
1998
13 years 8 months ago
Properties of Synthetic Optimization Problems
In this paper, we present an approach for measuring certain properties of synthetic optimization problems based on the assumed distribution of coefficient values. We show how to e...
Charles H. Reilly
PIMRC
2008
IEEE
14 years 1 months ago
Cross-layer routing optimization for wireless networks with cooperative diversity
—In this paper, we study the impact of cooperative transmission on the routing decision for wireless ad-hoc networks. The influence of cooperative transmission to the wireless l...
Zhiguo Ding, Kin K. Leung
EOR
2010
104views more  EOR 2010»
13 years 4 months ago
New solution methods for single machine bicriteria scheduling problem: Minimization of average flowtime and number of tardy jobs
We consider the bicriteria scheduling problem of minimizing the number of tardy jobs and average flowtime on a single machine. This problem, which is known to be NP-hard, is impor...
Fatih Safa Erenay, Ihsan Sabuncuoglu, Aysegül...