Related papers: A Stock Options Metaphor for Content Delivery Netw…
Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…
For a provider of a Content Delivery Network (CDN), the location selection of mirror servers is a complex optimization problem. Generally, the objective is to place the nodes centralized such that all customers have convenient access to the…
Sample-based planning is a powerful family of algorithms for generating intelligent behavior from a model of the environment. Generating good candidate actions is critical to the success of sample-based planners, particularly in continuous…
In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…
The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…
We study how to allocate resources to participants who can strategically misrepresent their deservingness at a cost. A principal assigns item(s) (or money) among multiple agents on the basis of their costly signals. Each agent's signal…
The real-time joint optimization of inventory replenishment and vehicle routing is essential for cost-efficiently operating one-warehouse, multiple-retailer systems. This is complex, as future demand predictions should capture correlation…
Flexibility markets can be introduced as a tool for the distribution system operator (DSO) to avoid high costs and public opposition against new network investments. Continuous flexibility markets have the advantage of allowing more…
Content dissemination networks are pervasive in todays Internet. Examples of content dissemination networks include peer-to-peer networks (P2P), content distribution networks (CDN) and information centric networks (ICN). In this paper, we…
The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…
We consider a network where strategic agents, who are contesting for allocation of resources, are divided into fixed groups. The network control protocol is such that within each group agents get to share the resource and across groups they…
Many real-world resource allocation systems, such as humanitarian logistics and vaccine distribution, must preposition limited supply across multiple locations before demand is realized while stockouts incur irreversible service losses. To…
We study a school choice problem under affirmative action policies where authorities reserve a certain fraction of the slots at each school for specific student groups, and where students have preferences not only over the schools they are…
The real options approach is now considered an effective alternative to the corporate DCF model for a feasibility study. The current paper offers a practical methodology employing binomial trees and real options techniques for evaluating…
Under the paradigm of Edge Computing (EC), a Network Operator (NO) deploys computational resources at the network edge and let third-party Service Providers (SPs) run on top of them, as tenants. Besides the clear advantages for SPs and…
Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…
Model predictive control (MPC) is an industry standard control technique that iteratively solves an open-loop optimization problem to guide a system towards a desired state or trajectory. Consequently, an accurate forward model of system…
The new model that we present in this paper is introduced in the context of guaranteed QoS and resources management in the inter-domain routing framework. This model, called the stock model, is based on a reverse cascade approach and is…
Straddle Option is a financial trading tool that explores volatility premiums in high-volatility markets without predicting price direction. Although deep reinforcement learning has emerged as a powerful approach to trading automation in…
A fundamental task underlying many important optimization problems, from influence maximization to sensor placement to content recommendation, is to select the optimal group of $k$ items from a larger set. Submodularity has been very…