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ANOR
2007
73views more  ANOR 2007»
15 years 4 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
CN
2006
74views more  CN 2006»
15 years 4 months ago
Measurement-based optimal routing on overlay architectures for unicast sessions
We propose a measurement-based routing algorithm to load-balance intradomain traffic along multiple paths for multiple unicast sources. Multiple paths are established using overla...
Tuna Güven, Richard J. La, Mark A. Shayman, B...
EOR
2006
106views more  EOR 2006»
15 years 4 months ago
Optimal dynamic assignment of a flexible worker on an open production line with specialists
This paper models and analyzes serial production lines with specialists at each station and a single, cross-trained floating worker who can work at any station. We formulate Marko...
Linn I. Sennott, Mark P. Van Oyen, Seyed M. R. Ira...
CORR
2007
Springer
72views Education» more  CORR 2007»
15 years 4 months ago
WACA: A Hierarchical Weighted Clustering Algorithm optimized for Mobile Hybrid Networks
—Clustering techniques create hierarchal network structures, called clusters, on an otherwise flat network. In a dynamic environment—in terms of node mobility as well as in ter...
Matthias R. Brust, Adrian Andronache, Steffen Roth...
JSAC
2006
120views more  JSAC 2006»
15 years 4 months ago
A Tutorial on Cross-Layer Optimization in Wireless Networks
This tutorial paper overviews recent developments in optimization-based approaches for resource allocation problems in wireless systems. We begin by overviewing important results i...
Xiaojun Lin, Ness B. Shroff, R. Srikant