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» Optimal Transportation Problem by Stochastic Optimal Control
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WSC
2000
13 years 9 months ago
Simulation optimization of stochastic systems with integer variables by sequential linearization
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
S. J. Abspoel, L. F. P. Etman, J. Vervoort, J. E. ...
GLOBECOM
2007
IEEE
14 years 2 months ago
A New Stochastic Admission Control Scheme for Wireless Networks
— In traditional call admission control (CAC) schemes, mobile users are always the passive roles during the admission procedures and the base station determines whether to admit o...
Xinbing Wang, Chen Zhuo, Youyun Xu, Ruhai Wang
SIAMNUM
2010
89views more  SIAMNUM 2010»
13 years 2 months ago
Convergence of a Fully Conservative Volume Corrected Characteristic Method for Transport Problems
We consider the convergence of a volume corrected characteristics-mixed method (VCCMM) for advection-diffusion systems. It is known that, without volume correction, the method is f...
Todd Arbogast, Wen-Hao Wang
SIAMCO
2011
12 years 11 months ago
Weak Dynamic Programming Principle for Viscosity Solutions
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical diï¬...
Bruno Bouchard, Nizar Touzi
ANOR
2010
112views more  ANOR 2010»
13 years 6 months ago
Online stochastic optimization under time constraints
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
Pascal Van Hentenryck, Russell Bent, Eli Upfal