Related papers: Real Options for Project Schedules (ROPS)
Parallel trajectory optimization via the Alternating Direction Method of Multipliers (ADMM) has emerged as a scalable approach to long-horizon motion planning. However, existing frameworks typically decompose the problem into parallel…
We introduce a general decision tree framework to value an option to invest/divest in a project, focusing on the model risk inherent in the assumptions made by standard real option valuation methods. We examine how real option values depend…
We develop a framework for obtaining polynomial time approximation schemes (PTAS) for a class of stochastic dynamic programs. Using our framework, we obtain the first PTAS for the following stochastic combinatorial optimization problems:…
Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…
The U.S. Food and Drug Administration (FDA) launched Project Optimus to shift the objective of dose selection from the maximum tolerated dose to the optimal biological dose (OBD), optimizing the benefit-risk tradeoff. One approach…
The advantages of distributing workloads and utilizing multiple distributed resources are now well established. The type and degree of heterogeneity of distributed resources is increasing, and thus determining how to distribute the…
Power consumption is a critical consideration in high performance computing systems and it is becoming the limiting factor to build and operate Petascale and Exascale systems. When studying the power consumption of existing systems running…
Systematic task allocation to different development sites in global software de- velopment projects can open business and engineering perspectives and help to reduce risks and problems inherent in distributed development. Relying only on a…
This paper presents an approach for designing software for dynamical systems simulation. An algorithm is proposed to obtain a schedule for calculating each phase variable of a stiff system of differential equations. The problem is…
In real-time systems, priorities assigned to real-time tasks determine the order of task executions, by relying on an underlying task scheduling policy. Assigning optimal priority values to tasks is critical to allow the tasks to complete…
Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…
We develop a new analysis for portfolio optimisation with options, tackling the three fundamental issues with this problem: asymmetric options' distributions, high dimensionality and dependence structure. To do so, we propose a new…
The problem of optimization of the rolling dynamics model is considered. That providing safe movement at high frequency when interacting with the railway. Moreover, allowing to evaluate the dynamic parameters when designing new and…
Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with…
The Dynamic Task Assignment Problem (DTAP) concerns matching resources to tasks in real time while minimizing some objectives, like resource costs or task cycle time. In this work, we consider a DTAP variant where every task is a case…
We investigate the global scheduling of sporadic, implicit deadline, real-time task systems on multiprocessor platforms. We provide a task model which integrates job parallelism. We prove that the time-complexity of the feasibility problem…
Dose-finding trials are a key component of the drug development process and rely on a statistical design to help inform dosing decisions. Triallists wishing to choose a design require knowledge of operating characteristics of competing…
The main objective of this paper is to develop the two different ways in which round robin architecture is modified and made suitable to be implemented in real time and embedded systems. The scheduling algorithm plays a significant role in…
This work presents a methodology to incorporate reliability constraints in the optimal power systems expansion planning problem. Besides LOLP and EPNS, traditionally used in power systems, this work proposes the use of the risk measures VaR…
Performance of supercomputer depends on the quality of resource manager, one of its functions is assignment of jobs to the nodes of clusters or MPP computers. Parts of parallel programs interact with each other with different intensity, and…