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    MOR
    2008
    82views more  MOR 2008»
    Asymptotically Optimal Admission Control of a Queue with Impatient Customers
    14 years 7 days ago
    Asymptotically Optimal Admission Control of a Queue with Impatient Customers
    Download  www-bcf.usc.edu
    Amy R. Ward, Sunil Kumar
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    MOR
    2008
    81views more  MOR 2008»
    Optimal Stopping of Linear Diffusions with Random Discounting
    14 years 21 days ago
    Optimal Stopping of Linear Diffusions with Random Discounting
    Download  www.bilkent.edu.tr
    Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...
    Savas Dayanik
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    MOR
    2008
    87views more  MOR 2008»
    On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP
    14 years 21 days ago
    On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP
    Download  www.cs.helsinki.fi
    We consider the average cost problem for partially observable Markov decision processes (POMDP) with finite state, observation, and control spaces. We prove that there exists an -...
    Huizhen Yu, Dimitri P. Bertsekas
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    MOR
    2008
    169views more  MOR 2008»
    The Flow Set with Partial Order
    14 years 21 days ago
    The Flow Set with Partial Order
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    The flow set with partial order is a mixed-integer set described by a budget on total flow and a partial order on the arcs that may carry positive flow. This set is a common substr...
    Alper Atamtürk, Muhong Zhang
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    MOR
    2008
    65views more  MOR 2008»
    Norm-Induced Densities and Testing the Boundedness of a Convex Set
    14 years 21 days ago
    Norm-Induced Densities and Testing the Boundedness of a Convex Set
    Download  faculty.fuqua.duke.edu
    Alexandre Belloni
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    MOR
    2008
    81views more  MOR 2008»
    Risk Tuning with Generalized Linear Regression
    14 years 21 days ago
    Risk Tuning with Generalized Linear Regression
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    A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
    R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
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    MOR
    2008
    65views more  MOR 2008»
    Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
    14 years 21 days ago
    Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
    Download  www.isb.edu
    Paul Glasserman, Sandeep Juneja
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    MOR
    2008
    55views more  MOR 2008»
    Optimal Expected-Distance Separating Halfspace
    14 years 21 days ago
    Optimal Expected-Distance Separating Halfspace
    Download  www.vub.ac.be
    Emilio Carrizosa, Frank Plastria
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    MOR
    2008
    94views more  MOR 2008»
    Metastable Equilibria
    14 years 21 days ago
    Metastable Equilibria
    Download  faculty-gsb.stanford.edu
    We define a refinement of Nash equilibria called metastability. This refinement supposes that the given game might be embedded within any global game that leaves its local best-rep...
    Srihari Govindan, Robert Wilson
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    MOR
    2008
    53views more  MOR 2008»
    Efficient Routing in Heavy Traffic Under Partial Sampling of Service Times
    14 years 21 days ago
    Efficient Routing in Heavy Traffic Under Partial Sampling of Service Times
    Download  webee.technion.ac.il
    We consider a queue with renewal arrivals and n exponential servers in the Halfin-Whitt heavy traffic regime, where n and the arrival rate increase without bound, so that a critic...
    Rami Atar, Adam Shwartz
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