Search Results for author:
Found 5 papers, 0 papers with code
Online Optimization for Network Resource Allocation and Comparison with Reinforcement Learning Techniques
The system operates in discrete time; at each time slot, the administrator reserves resources at servers for future job requests, and a cost is incurred for the reservations made.
Online Optimization for Randomized Network Resource Allocation with Long-Term Constraints
If certain job requests cannot be satisfied, there is a violation that engenders a cost to pay for each of the blocked jobs.
Estimating value at risk and conditional tail expectation for extreme and aggregate risks
In this paper, we investigate risk measures such as value at risk (VaR) and the conditional tail expectation (CTE) of the extreme (maximum and minimum) and the aggregate (total) of two dependent risks.
Construction of New Copulas with Queueing Application
In this paper, we construct a bound copula, which can reach both Frechet's lower and upper bounds for perfect positive and negative dependence cases.
Probability 62P99, 90B22
Equilibrium and Socially optimal of a double-sided queueing system with two-mass point matching time
The numerical scenarios illustrate the influence of parameters on the equilibrium strategy and socially optimal strategy under two information levels.
Probability 60K25, 91B50, 91A35
