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Contract scheduling is a widely studied framework for designing real-time systems with interruptible capabilities. Previous work has showed that a prediction on the interruption time can help improve the performance of contract-based…

Data Structures and Algorithms · Computer Science 2024-04-22 Spyros Angelopoulos , Marcin Bienkowski , Christoph Dürr , Bertrand Simon

The ranking and selection problem is a popular framework in the simulation literature for studying optimal information collection. We study a version of this problem in which the simulation output for each design is normally distributed…

Optimization and Control · Mathematics 2025-09-03 Jianzhong Du , Ilya O. Ryzhov , Siyang Gao

This paper addresses the problem of scheduling tasks with different criticality levels in the presence of I/O requests. In mixed-criticality scheduling, higher criticality tasks are given precedence over those of lower criticality when it…

Operating Systems · Computer Science 2016-03-15 Eric Missimer , Katherine Zhao , Richard West

In the recent years it can be observed increasing popularity of parallel processing using multi-core processors, local clusters, GPU and others. Moreover, currently one of the main requirements the IT users is the reduction of maintaining…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-05 Łukasz P. Olech , Jan Kwiatkowski

In Real-time system, utilization based schedulability test is a common approach to determine whether or not tasks can be admitted without violating deadline requirements. The exact problem has previously been proven intractable even upon…

Software Engineering · Computer Science 2011-01-11 Jagbeer Singh

In this paper, we propose a metric on the space of finite sets of trajectories for assessing multi-target tracking algorithms in a mathematically sound way. The main use of the metric is to compare estimates of trajectories from different…

Computer Vision and Pattern Recognition · Computer Science 2020-09-15 Ángel F. García-Fernández , Abu Sajana Rahmathullah , Lennart Svensson

Many organizations routinely analyze large datasets using systems for distributed data-parallel processing and clusters of commodity resources. Yet, users need to configure adequate resources for their data processing jobs. This requires…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-02 Lauritz Thamsen , Dominik Scheinert , Jonathan Will , Jonathan Bader , Odej Kao

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

Optimization and Control · Mathematics 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

We compare the relation between dispersion and dissipation for two random variables that can be used to characterize the precision of a Brownian clock. The first random variable is the current between states. In this case, a certain…

Statistical Mechanics · Physics 2017-08-03 Somrita Ray , Andre C. Barato

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

In this work, we propose to integrate prediction algorithms to the scheduling of mode changes under the Earliest-Deadline-First and Fixed-priority scheduling in mixed-criticality real-time systems. The method proactively schedules a mode…

Operating Systems · Computer Science 2018-07-02 Flavio R Massaro , Paulo S. Martins , Edson L. Ursini

The latter author, together with collaborators, proposed a numerical scheme to calculate the price of barrier options. The scheme is based on a symmetrization of diffusion process. The present paper aims to give a mathematical credit to the…

Computational Finance · Quantitative Finance 2012-06-27 Jiro Akahori , Yuri Imamura

Systemic risk is concerned with the instability of a financial system whose members are interdependent in the sense that the failure of a few institutions may trigger a chain of defaults throughout the system. Recently, several systemic…

Mathematical Finance · Quantitative Finance 2023-08-02 Çağın Ararat , Nurtai Meimanjan

Heterogeneous systems are present from powerful supercomputers, to mobile devices, including desktop computers, thanks to their excellent performance and energy consumption. The ubiquity of these architectures in both desktop systems and…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-27 Raúl Nozal , Jose Luis Bosque , Ramon Beivide

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

Econometrics · Economics 2022-12-23 Karun Adusumilli , Dita Eckardt

Forecasting the number of trips in bike-sharing systems and its volatility over time is crucial for planning and optimizing such systems. This paper develops timeseries models to forecast hourly count timeseries data, and estimate its…

Methodology · Statistics 2020-11-18 Alireza Hosseini , Reza Hosseini

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

Targeted maximum likelihood estimation is a general methodology combining flexible ensemble learning and semiparametric efficiency theory in a two-step procedure for estimation of causal parameters. Proposed targeted maximum likelihood…

Methodology · Statistics 2021-06-22 Helene Charlotte Wiese Rytgaard , Frank Eriksson , Mark van der Laan