14 search results - page 2 / 3 » Optimal Threshold Levels in Stochastic Fluid Models via Simu... |
AUTOMATICA
2006
13 years 7 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
PE
2006
Springer
13 years 7 months ago
2006
Springer
This paper proposes a stochastic fluid flow model to compute the transfer time distribution of resources in peer-to-peer file sharing applications. The amount of bytes transferred...
WINE
2007
Springer
14 years 1 months ago
2007
Springer
Internet search companies sell advertisement slots based on users’ search queries via an auction. Advertisers have to solve a complex optimization problem of how to place bids o...
IOR
2011
13 years 2 months ago
2011
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
ISCAS
2008
IEEE
14 years 1 months ago
2008
IEEE
— In this paper, we have proposed a thermal aware routing based parameterization to generate a clock model that takes the stochastic temperature variation into consideration. The...