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127
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MP
2006
107views more  MP 2006»
15 years 2 months ago
Optimality conditions in portfolio analysis with general deviation measures
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
113
Voted
PE
2006
Springer
115views Optimization» more  PE 2006»
15 years 2 months ago
Optimal processor allocation to differentiated job flows
In this paper, we study the problem of dynamic allocation of the resources of a general parallel processing system, comprised of M heterogeneous processors and M heterogeneous tra...
Kimberly M. Wasserman, George Michailidis, Nichola...
92
Voted
TIT
2008
76views more  TIT 2008»
15 years 2 months ago
On the Role of Estimate-and-Forward With Time Sharing in Cooperative Communication
In this paper, we focus on the general relay channel. We investigate the application of the estimate-and-forward (EAF) relaying scheme to different scenarios. Specifically, we stud...
Ron Dabora, Sergio D. Servetto
88
Voted
COMBINATORICA
2004
79views more  COMBINATORICA 2004»
15 years 2 months ago
The Deletion Method For Upper Tail Estimates
We present a new method to show concentration of the upper tail of random variables that can be written as sums of variables with plenty of independence. We compare our method with...
Svante Janson, Andrzej Rucinski
128
Voted
EOR
2011
111views more  EOR 2011»
14 years 9 months ago
On the distribution of the number stranded in bulk-arrival, bulk-service queues of the M/G/1 form
Bulk-arrival queues with single servers that provide bulk service are widespread in the real world, e.g., elevators in buildings, people-movers in amusement parks, air-cargo deliv...
Aykut F. Kahraman, Abhijit Gosavi