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4OR
2005
51views more  4OR 2005»
13 years 7 months ago
Sensitivity of trust-region algorithms to their parameters
Abstract In this paper, we examine the sensitivity of trust-region algorithms on the parameters related to the step acceptance and update of the trust region. We show, in the conte...
Nicholas I. M. Gould, Dominique Orban, Annick Sart...
NETWORKING
2000
13 years 9 months ago
Sensitivity of ABR Congestion Control Algorithms to Hurst Parameter Estimates
Optimal linear predictors can be utilised in ABR control algorithms for the management of self-similar network traffic. However, estimates of the Hurst parameter are required to ge...
Sven A. M. Östring, Harsha Sirisena, Irene Hu...
IOR
2006
75views more  IOR 2006»
13 years 7 months ago
Sensitivity of Performance in the Erlang-A Queueing Model to Changes in the Model Parameters
This paper studies the M/M/s+M queue, i.e., the M/M/s queue with customer abandonment, also called the Erlang-A model, having independent and identically distributed customer aban...
Ward Whitt
VTC
2010
IEEE
175views Communications» more  VTC 2010»
13 years 6 months ago
Sensitivity Analysis of the Optimal Parameter Settings of an LTE Packet Scheduler
—Advanced packet scheduling schemes in 3G/3G+ mobile networks provide one or more parameters to optimise the trade-off between QoS and resource efficiency. In this paper we stud...
I. Fernandez Diaz, Desislava C. Dimitrova, Kathlee...
SIAMJO
2010
155views more  SIAMJO 2010»
13 years 2 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li