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SIAMCO
2008
121views more  SIAMCO 2008»
13 years 7 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
CLEIEJ
2010
13 years 4 months ago
Hybrid Rugosity Mesostructures (HRMs) for fast and accurate rendering of fine haptic detail
The haptic rendering of surface mesostructure (fine relief features) in dense triangle meshes requires special structures, equipment, and high sampling rates for detailed perceptio...
Víctor Theoktisto, Marta Fairén Gonz...
SWAT
2010
Springer
279views Algorithms» more  SWAT 2010»
14 years 12 days ago
Online Function Tracking with Generalized Penalties
We attend to the classic setting where an observer needs to inform a tracker about an arbitrary time varying function f : N0 → Z. This is an optimization problem, where both wron...
Marcin Bienkowski, Stefan Schmid
INFOCOM
2000
IEEE
13 years 11 months ago
Fair Bandwidth Sharing Among Virtual Networks: A Capacity Resizing Approach
Abstract—Virtual Private Networks (VPN) and link sharing are cost effective way of realizing corporate intranets. Corporate intranets will increasingly have to provide Integrated...
Rahul Garg, Huzur Saran
ANOR
2004
122views more  ANOR 2004»
13 years 7 months ago
Call Center Staffing with Simulation and Cutting Plane Methods
We present an iterative cutting plane method for minimizing staffing costs in a service system subject to satisfying acceptable service level requirements over multiple time perio...
Júlíus Atlason, Marina A. Epelman, S...