Publications related to Dimensionality Reduction in Dynamic Optimization under Uncertainty

Stability Properties of Adaptive Real-Time Feedback Scheduling: A Statistical Approach

This paper focuses on the statistical analysis of an adaptive real-time feedback scheduling technique based on imprecise computation. We consider two-version tasks made of a mandatory and an optional part to be scheduled according to a feedback control rat ...

2004

Global Solution of Mixed-Integer Dynamic Optimization Problems

Benoît Chachuat

This paper presents a decomposition approach for a quite general class of mixed- integer dynamic optimization problems that is capable of guaranteeing the global solution despite the nonconvexities inherent to the dynamic optimization subproblems. A case s ...

2004

On the Long-Run Behavior of Equation-Based Rate Control

Jean-Yves Le Boudec, Milan Vojnovic

We consider unicast equation-based rate con-trol, where, at some points in time, a sender adjusts its rate to f(p,r), where p is an on-line estimate of the loss-event rate observed by this source, r of the average round-trip time, and f is a TCP throughput ...

2003

Generalizing the Affine Framework to HJM and Random Field Models

Pierre Collin Dufresne

We identify a class of term structure models possessing a generalized affine-structure that significantly extends the class studied by Duffie, Pan, and Singleton (2000) and Chacko and Das (2002). This class of models, which includes both infinite-state-var ...

Columbia Business School2003

A Note on the Stochastic Bias of Some Increase-Decrease Congestion Cont rols: HighSpeed TCP Case Study

Jean-Yves Le Boudec, Milan Vojnovic

We consider increase-decrease congestion controls, a formulation that accommodates many known congestion controls. There have been many works that aim to obtain relation between the loss-event rate

\fpp

and time-average window

\taw

for some known parti ...

2003

Pricing Swaptions within the Affine Framework

Pierre Collin Dufresne

We propose a very fast and accurate algorithm for pricing swaptions when the underlying term structure dynamics are affine. The efficiency of the algorithm stems from the fact that the moments of the underlying asset (i.e., a coupon bond) possess simple cl ...

Columbia Business School2002

A Note on the Stochastic Bias of Some Increase-Decrease Congestion Controls: HighSpeed TCP Case Study

Jean-Yves Le Boudec, Milan Vojnovic

We consider increase-decrease congestion controls, a formulation that accommodates many known congestion controls. There have been many works that aim to obtain relation between the loss-event rate

\fpp

and time-average window

\taw

for some known parti ...

2002

On the Long-Run Behavior of Equation-Based Rate Control

Jean-Yves Le Boudec, Milan Vojnovic

We consider unicast equation based rate control, where a source estimates the loss event ratio p, and, primarily at loss events, adjusts its sending rate to f(p). Function f is assumed to represent the loss-throughput relation that TCP would experience. Wh ...

2002

On the Long-Run Behavior of Equation-Based Rate Control

Jean-Yves Le Boudec, Milan Vojnovic

We consider unicast equation based rate control, where a source estimates the loss event ratio p, and, primarily at loss events, adjusts its sending rate to f(p). Function f is assumed to represent the loss-throughput relation that TCP would experience. Wh ...

2002

Power law size distribution of supercritical random trees

Paolo De Los Rios

The probability distribution P(k) of the sizes k of critical trees ( branching ratio m = 1) is well known to show a power law behavior k(-3/2). Such behavior corresponds to the mean-field approximation for many critical and self-organized critical phenomen ...

EDP Sciences2001

Dimensionality Reduction in Dynamic Optimization under Uncertainty

Graph Chatbot

Chat with Graph Search

Stability Properties of Adaptive Real-Time Feedback Scheduling: A Statistical Approach

Global Solution of Mixed-Integer Dynamic Optimization Problems

On the Long-Run Behavior of Equation-Based Rate Control

Generalizing the Affine Framework to HJM and Random Field Models

A Note on the Stochastic Bias of Some Increase-Decrease Congestion Cont rols: HighSpeed TCP Case Study

Pricing Swaptions within the Affine Framework

A Note on the Stochastic Bias of Some Increase-Decrease Congestion Controls: HighSpeed TCP Case Study

On the Long-Run Behavior of Equation-Based Rate Control

On the Long-Run Behavior of Equation-Based Rate Control

Power law size distribution of supercritical random trees

On the Long-Run Behavior of Equation-Based Rate Control

On the Long-Run Behavior of Equation-Based Rate Control

Generalizing the Affine Framework to HJM and Random Field Models

Global Solution of Mixed-Integer Dynamic Optimization Problems

A Note on the Stochastic Bias of Some Increase-Decrease Congestion Controls: HighSpeed TCP Case Study

A Note on the Stochastic Bias of Some Increase-Decrease Congestion Cont rols: HighSpeed TCP Case Study

Pricing Swaptions within the Affine Framework

Power law size distribution of supercritical random trees

Stability Properties of Adaptive Real-Time Feedback Scheduling: A Statistical Approach

On the Long-Run Behavior of Equation-Based Rate Control