675 search results - page 3 / 135 » Online stochastic optimization under time constraints |
ISIPTA
2005
IEEE
14 years 1 months ago
2005
IEEE
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...
DEDS
2010
13 years 4 months ago
2010
We consider Discrete Event Systems (DES) involving tasks with real-time constraints and seek to control processing times so as to minimize a cost function subject to each task mee...
ICML
2006
IEEE
14 years 8 months ago
2006
IEEE
The Viterbi algorithm is an efficient and optimal method for decoding linear-chain Markov Models. However, the entire input sequence must be observed before the labels for any tim...
SIAMJO
2008
13 years 7 months ago
2008
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...
DEDS
2010
13 years 7 months ago
2010
Abstract-- The problem of optimally controlling the processing rate of tasks in Discrete Event Systems (DES) with hard real-time constraints has been solved in [9] under the assump...