This paper studies the linear programming (LP) relaxation of xjt-formulation of the single machine scheduling problem 1|rj|?wjCj. The Lagrangian relaxation approach is proposed to cope with the computational difficulties ...
The aim of the paper is to show how Wishart processes can be used flexibly in financial modeling. We explain how functionals, resulting from the benchmark approach to finance, can be accurately computed via exact simulation ...
We give an O(n 2) time algorithm to find the population variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has application in both the stochastic case, ...
OBJECTIVE: To develop a method for predicting concurrently both hospital survival and length of stay (LOS) for seriously ill or injured patients, with particular attention to the competing risks of death or discharge alive ...
In a general estimation problem, the deviance function generates statistics that are similar to squared standardized residuals. A deviance-based M estimator (DBME) is defined as an adaptively weighted maximum-likelihood ...
Su, SW; Anderson, B; brinsmead, TS(Kluwer Academic Publishers, 2001-01)
S. W. Su, B. D. O. Anderson, and T. S. Brinsmead. Constant disturbance rejection and zero steady state tracking error for nonlinear systems design, In Biswa Datta, editor, Applied computational control, signals, and circuits ...
We give new constructions for DCEs in which all attributes have the same number of levels. These constructions use several combinatorial structures, such as orthogonal arrays, balanced incomplete block designs and Hadamard ...
Wand, M; Ormerod, JT(John Wiley & Sons Ltd, 2012-01)
The agéd number theoretic concept of continued fractions can enhance certain Bayesian computations. The crux of this claim is due to continued fraction representations of numerically challenging special function ratios ...
Computing the probability for a given diffusion process to stay under a particular boundary is crucial in many important applications including pricing financial barrier options and defaultable bonds. We discuss results ...
In this paper stationary regimes of open macro-systems that include active subsystems (with controlled parameters) near equilibrium are considered. A generalized Prigogine extremal principle for such systems is formulated ...
In this paper, we present a simple but effective method for multi-label classification (MLC), termed Correlated Logistic Models (Corrlog), which extends multiple Independent Logistic Regressions (ILRs) by modeling the ...
The paper addresses the issue of coupling between the electromagnetic and elastic vibrations and deals with the following three classes of problems: vibration of thin bodies in an electromagnetic field; a coupling that ...
This paper considers Cournot oligopolies with product differentiation when the firms have inexact knowledge of the price functions and there are random time lags in obtaining and implementing information on the firms' own ...
Previous research has used the Rasch model, a method for obtaining a continuous scale from dichotomous survey items measuring a single latent construct, to create a scale of community violence exposure. The authors build ...
Human teratogens often manifest themselves through a broad spectrum of adverse effects. Although often not serious when considered individually, such outcomes taken together may represent a syndrome that can lead to serious ...