Now showing items 1-7 of 7
Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
A new computational algorithm for estimating the smoothing parameters of a multidimensional penalized spline generalized linear model with anisotropic penalty is presented. This new proposal is based on the mixed model ...
Generalized restless bandits and the knapsack problem for perishable inventories
In this paper we introduce the knapsack problem for perishable inventories concerning the optimal dynamic allocation of a collection of products to a limited knapsack. The motivation for designing such a problem comes from ...
Generalized Nash equilibria for SaaS/PaaS Clouds
Cloud computing is an emerging technology that allows to access computing resources on a pay-per-use basis. The main challenges in this area are the efficient performance management and the energy costs minimization. In ...
Optimal planning of slow-ramping power production in energy systems with renewables forecasts and limited storage
We address the cost-efficient operation of an energy production system under renewables uncertainty. We develop an MDP model for an idealized system with the following features: (1) perfectly predictable power demand, (2) ...
Ergodic transition in a simple model of the continuous double auction
We study a phenomenological model for the continuous double auction, whose aggregate order process is equivalent to two independent M/M/1 queues. The continuous double auction defines a continuous-time random walk for trade ...
The economics of the cloud: Price competition and congestion
[No abstract available]
Efficiency of simulation in monotone hyper-stable queueing networks
We consider Jackson queueing networks with finite buffer constraints (JQN) and analyze the efficiency of sampling from their stationary distribution. In the context of exact sampling, the monotonicity structure of JQNs ...