Following up on a recently renewed interest in computational methods for M/G/1-type processes, this paper considers an M/G/1-like system in which the service time distribution is ...
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Evolutionary algorithms (EAs) are stochastic search methods that mimic the natural biological evolution and/or the social behavior of species. Such algorithms have been developed ...
In an adversarial queueing network, the incoming traffic is decided by an adversary, who operates under a reasonable rate restriction. This model provides a valuable, complementar...
We investigate a recently proposed method for the analysis of oscillatory patterns in EEG data, with respect to its capacity of further quantifying processes on slower (< 1 Hz)...