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...
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...
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...
—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...
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 ...