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    IOR
    2010
    94views more  IOR 2010»
    Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
    13 years 8 months ago
    Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
    Download  myweb.polyu.edu.hk
    We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent occupancy of both servers while class 2 jobs use one se...
    Heng-Qing Ye, David D. Yao
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    IOR
    2010
    71views more  IOR 2010»
    Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
    13 years 8 months ago
    Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
    Download  legacy.orie.cornell.edu
    Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
    Jörn Dunkel, Stefan Weber
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    IOR
    2010
    98views more  IOR 2010»
    A Shadow Simplex Method for Infinite Linear Programs
    13 years 8 months ago
    A Shadow Simplex Method for Infinite Linear Programs
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    We present a Simplex-type algorithm, that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another not necessarily adjacent extrem...
    Archis Ghate, Dushyant Sharma, Robert L. Smith
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    IOR
    2010
    62views more  IOR 2010»
    Provably Near-Optimal LP-Based Policies for Revenue Management in Systems with Reusable Resources
    13 years 8 months ago
    Provably Near-Optimal LP-Based Policies for Revenue Management in Systems with Reusable Resources
    Download  www.gsb.stanford.edu
    Retsef Levi, Ana Radovanovic
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    IOR
    2010
    58views more  IOR 2010»
    Bounds and Heuristics for Optimal Bayesian Inventory Control with Unobserved Lost Sales
    13 years 8 months ago
    Bounds and Heuristics for Optimal Bayesian Inventory Control with Unobserved Lost Sales
    Download  faculty.fuqua.duke.edu
    Li Chen
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    IOR
    2010
    92views more  IOR 2010»
    Series Expansions for Continuous-Time Markov Processes
    13 years 10 months ago
    Series Expansions for Continuous-Time Markov Processes
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    We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
    Bernd Heidergott, Arie Hordijk, Nicole Leder
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    IOR
    2010
    54views more  IOR 2010»
    A Soft Robust Model for Optimization Under Ambiguity
    13 years 10 months ago
    A Soft Robust Model for Optimization Under Ambiguity
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    Aharon Ben-Tal, Dimitris Bertsimas, David B. Brown
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    IOR
    2010
    71views more  IOR 2010»
    A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
    13 years 10 months ago
    A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
    Download  www.andrew.cmu.edu
    Ron N. Borkovsky, Ulrich Doraszelski, Yaroslav Kry...
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    IOR
    2010
    90views more  IOR 2010»
    No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems
    13 years 10 months ago
    No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems
    Download  www.smeal.psu.edu
    This paper analyzes a class of common-component allocation rules, termed no-holdback (NHB) rules, in continuous-review assemble-to-order (ATO) systems. We assume that component in...
    Yingdong Lu, Jing-Sheng Song, Yao Zhao
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    IOR
    2010
    53views more  IOR 2010»
    Optimal Multileaf Collimator Leaf Sequencing in IMRT Treatment Planning
    13 years 10 months ago
    Optimal Multileaf Collimator Leaf Sequencing in IMRT Treatment Planning
    Download  www.ie.boun.edu.tr
    Z. Caner Taskin, J. Cole Smith, H. Edwin Romeijn, ...
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