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SIAMAM
2008
74views more  SIAMAM 2008»
15 years 4 months ago
Optimal Liquidation by a Large Investor
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Ajay Subramanian
SIAMSC
2010
132views more  SIAMSC 2010»
15 years 3 months ago
New Algorithms for Optimal Online Checkpointing
Frequently, the computation of derivatives for optimizing time-dependent problems is based on the integration of the adjoint differential equation. For this purpose, the knowledge...
Philipp Stumm, Andrea Walther
PE
2011
Springer
365views Optimization» more  PE 2011»
14 years 11 months ago
Optimal resource allocation for time-reservation systems
This paper studies the optimal resource allocation in time-reservation systems. Customers arrive at a service facility and receive service in two steps; in the first step informa...
Ran Yang, Sandjai Bhulai, Rob van der Mei, Frank J...
ICC
2008
IEEE
142views Communications» more  ICC 2008»
15 years 11 months ago
End-to-End Outage Probability Minimization in OFDM Based Linear Multi-Hop Networks
Abstract— This paper is concerned with the end-to-end transmission outage in an OFDM based wireless multi-hop network. The network consists of a source node, a destination node, ...
Xiaolu Zhang, Meixia Tao, Wenhua Jiao, Chun Sum Ng
AAAI
2011
14 years 4 months ago
Recommendation Sets and Choice Queries: There Is No Exploration/Exploitation Tradeoff!
Utility elicitation is an important component of many applications, such as decision support systems and recommender systems. Such systems query users about their preferences and ...
Paolo Viappiani, Craig Boutilier