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IOR
2008
69views more  IOR 2008»
15 years 21 days ago
Truthful Double Auction Mechanisms
Leon Yang Chu, Zuo-Jun Max Shen
50
Voted
IOR
2008
63views more  IOR 2008»
15 years 21 days ago
(s, S) Optimality in Joint Inventory-Pricing Control: An Alternate Approach
Woonghee Tim Huh, Ganesh Janakiraman
41
Voted
IOR
2008
53views more  IOR 2008»
15 years 21 days ago
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
Alois Geyer, William T. Ziemba
106
Voted
IOR
2008
104views more  IOR 2008»
15 years 21 days ago
Arrival Rate Approximation by Nonnegative Cubic Splines
Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
114
Voted
IOR
2008
82views more  IOR 2008»
15 years 21 days ago
Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...
Heng-Qing Ye, David D. Yao
IOR
2008
102views more  IOR 2008»
15 years 21 days ago
An Optimization Algorithm for the Ordered Open-End Bin-Packing Problem
The ordered open-end bin packing problem is a variant of the bin packing problem in which the items to be packed are sorted in a given order and the capacity of each bin can be ex...
Alberto Ceselli, Giovanni Righini
IOR
2008
103views more  IOR 2008»
15 years 21 days ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi