In certain real-time applications, ranging from multimedia to telecommunication systems, timing constraints can be more flexible than scheduling theory usually permits. For exampl...
We consider a time-slotted queueing model where each time slot can either be an arrival slot, in which new packets arrive, or a departure slot, in which packets are transmitted an...
Johan van Leeuwaarden, Dee Denteneer, Jacques Resi...
In any real-life identification problem, only a finite number of data points is available. On the other hand, almost all results in stochastic identification pertain to asymptotic...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Abstract-- In this paper, we address the issue of forecasting for periodically measured nonstationary traffic based on statistical time series modeling. Often with time series base...