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» Online stochastic optimization under time constraints
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CCE
2004
13 years 8 months ago
Stochastic maximum principle for optimal control under uncertainty
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Vicente Rico-Ramírez, Urmila M. Diwekar
GLOBECOM
2006
IEEE
14 years 2 months ago
Multi-Stage Investment Decision under Contingent Demand for Networking Planning
Telecommunication companies, such as Internet and cellular service providers, are seeing rapid and uncertain growth of traffic routed through their networks. It has become a chall...
Miguel F. Anjos, Michael Desroches, Anwar Haque, O...
WINE
2005
Springer
147views Economy» more  WINE 2005»
14 years 2 months ago
Optimal Starting Price in Online Auctions
Reserve price auctions are one of hot research topics in the traditional auction theory. Here we study the starting price in an online auction, counterpart of the public reserve pr...
Hai Yu, Shouyang Wang, Chuangyin Dang
DAC
2005
ACM
14 years 9 months ago
An efficient algorithm for statistical minimization of total power under timing yield constraints
Power minimization under variability is formulated as a rigorous statistical robust optimization program with a guarantee of power and timing yields. Both power and timing metrics...
Murari Mani, Anirudh Devgan, Michael Orshansky
IJAR
2008
116views more  IJAR 2008»
13 years 8 months ago
Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory
Portfolio management in finance is more than a mathematical problem of optimizing performance under risk constraints. A critical factor in practical portfolio problems is severe u...
Daniel Berleant, L. Andrieu, Jean-Philippe Argaud,...