An important problem in resource management for networked resource-sharing systems is the simultaneous allocation of multiple resources to an application. Selfoptimizing systems m...
Piyush Shivam, Adriana Iamnitchi, Aydan R. Yumeref...
We study how the dependence of a simulation output on an uncertain parameter can be determined, when simulations are computationally expensive and so can only be run for very few p...
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
We consider the Bayesian ranking and selection problem, in which one wishes to allocate an information collection budget as efficiently as possible to choose the best among severa...
Singular Value Decomposition (SVD), together with the Expectation-Maximization (EM) procedure, can be used to find a low-dimension model that maximizes the loglikelihood of obser...
Sheng Zhang, Weihong Wang, James Ford, Fillia Make...