相关论文: Leakage Inventory Model without shortages under fu…

Information leakage is a class of error that can lead to severe consequences. However unlike other errors, it is rarely explicitly considered during the software testing process. LeakFuzzer advances the state of the art by using a…

The demand for high-quality video streaming has propelled the evolution of adaptive streaming systems. Efficient resource allocation is paramount to ensuring optimal viewer experience, considering dynamic factors such as server load,…

Early-warning models built from Learning Management System (LMS) logs aim to predict end-of-course outcomes early enough to enable timely learner support. However, reported "early" performance is often inflated by temporal leakage. This…

We study the information leakage to a guessing adversary in index coding with a general message distribution. Under both vanishing-error and zero-error decoding assumptions, we develop lower and upper bounds on the optimal leakage rate,…

We study the problem of optimal portfolio selection in an illiquid market with discrete order flow. In this market, bids and offers are not available at any time but trading occurs more frequently near a terminal horizon. The investor can…

We consider a continuous-review inventory system in which the setup cost of each order is a general function of the order quantity and the demand process is modeled as a Brownian motion with a positive drift. Assuming the holding and…

We consider the problem of providing optimal uncertainty quantification (UQ) --- and hence rigorous certification --- for partially-observed functions. We present a UQ framework within which the observations may be small or large in number,…

High-frequency trading (HFT) is an investing strategy that continuously monitors market states and places bid and ask orders at millisecond speeds. Traditional HFT approaches fit models with historical data and assume that future market…

Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust optimization have been applied. Although many of these…

This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…

We consider an agent who needs to buy (or sell) a relatively small amount of asset over some fixed short time interval. We work at the highest frequency meaning that we wish to find the optimal tactic to execute our quantity using limit…

The tandem fluid queueing model is a useful tool for performance analysis and control design for a variety of transportation systems. In this article, we study the joint impact of stochastic capacity and spillback on the long-time…

Inventory management in warehouses directly affects profits made by manufacturers. Particularly, large manufacturers produce a very large variety of products that are handled by a significantly large number of retailers. In such a case, the…

In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price…

Production logistics has an important role as a chain that connects the components of the production system. The most important goal of production logistics plans is to keep the flow of the production system well. However, compared to the…

Private information retrieval protocols guarantee that a user can privately and losslessly retrieve a single file from a database stored across multiple servers. In this work, we propose to simultaneously relax the conditions of perfect…

The fuzzy linear regression (FLR) modeling was first proposed making use of linear programming and then followed by many improvements in a variety of ways. In almost all approaches changing the meters, objective function, and restrictions…

In industrial equipment monitoring, fault diagnosis is critical for ensuring system reliability and enabling predictive maintenance. However, the scarcity of fault data, due to the rarity of fault events and the high cost of data…

In this paper we propose a novel approach for learning from data using rule based fuzzy inference systems where the model parameters are estimated using Bayesian inference and Markov Chain Monte Carlo (MCMC) techniques. We show the…