Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Haralambie Leahu"'
Publikováno v:
IJCAI
Designing agents that can efficiently learn and integrate user's preferences into decision making processes is a key challenge in automated negotiation. While accurate knowledge of user preferences is highly desirable, eliciting the necessary informa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::97ed9651b45126e58f3c20901c445c88
https://doi.org/10.24963/ijcai.2019/60
https://doi.org/10.24963/ijcai.2019/60
Publikováno v:
Asia-Pacific Journal of Operational Research, 37(1):1950034, 1-5. World Scientific Publishing Co. Pte Ltd
Fu, M C, Heidergott, B, Leahu, H & Vázquez-Abad, F J 2020, ' Differentiation via Logarithmic Expansions ', Asia-Pacific Journal of Operational Research, vol. 37, no. 1, 1950034, pp. 1-5 . https://doi.org/10.1142/S0217595919500349
Fu, M C, Heidergott, B, Leahu, H & Vázquez-Abad, F J 2020, ' Differentiation via Logarithmic Expansions ', Asia-Pacific Journal of Operational Research, vol. 37, no. 1, 1950034, pp. 1-5 . https://doi.org/10.1142/S0217595919500349
In this note, we introduce a new finite difference approximation called the Black-Box Logarithmic Expansion Numerical Derivative (BLEND) algorithm, which is based on a formal logarithmic expansion of the differentiation operator. BLEND capitalizes on
Publikováno v:
Leahu, H, Mandjes, M & Oprescu, A M 2017, ' A Numerical Approach to Stability of Multiclass Queueing Networks ', IEEE Transactions on Automatic Control, vol. 62, no. 10, 7913593, pp. 5478-5484 . https://doi.org/10.1109/TAC.2017.2699126
IEEE Transactions on Automatic Control, 62(10):7913593, 5478-5484. Institute of Electrical and Electronics Engineers Inc.
IEEE Transactions on Automatic Control, 62(10), 5478-5484. Institute of Electrical and Electronics Engineers Inc.
IEEE Transactions on Automatic Control, 62(10):7913593, 5478-5484. Institute of Electrical and Electronics Engineers Inc.
IEEE Transactions on Automatic Control, 62(10), 5478-5484. Institute of Electrical and Electronics Engineers Inc.
The multiclass queueing network (McQN) arises as a natural multiclass extension of the traditional (single-class) Jackson network. In a single-class network, subcriticality (i.e., subunitary nominal workload at every station) entails stability, but t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::940fc28c11b88074929e0071ea95f497
https://hdl.handle.net/1871.1/03222a55-0829-4e36-bf1f-e93fd48d23e7
https://hdl.handle.net/1871.1/03222a55-0829-4e36-bf1f-e93fd48d23e7
Autor:
Bernd Heidergott, Haralambie Leahu
Publikováno v:
Heidergott, B F & Leahu, H 2010, ' Weak differentiability of product measures ', Mathematics of Operations Research, vol. 35, pp. 27-51 . https://doi.org/10.1287/moor.1090.0422
Mathematics of Operations Research, 35(1), 27-51. INFORMS Institute for Operations Research and the Management Sciences
Mathematics of Operations Research, 35, 27-51. INFORMS Inst.for Operations Res.and the Management Sciences
Mathematics of Operations Research, 35(1), 27-51. INFORMS Institute for Operations Research and the Management Sciences
Mathematics of Operations Research, 35, 27-51. INFORMS Inst.for Operations Res.and the Management Sciences
In this paper, we study cost functions over a finite collection of random variables. For these types of models, a calculus of differentiation is developed that allows us to obtain a closed-form expression for derivatives where “differentiation” h
Publikováno v:
IEEE Transactions on Automatic Control, 60(2), 469-474. Institute of Electrical and Electronics Engineers Inc.
Leahu, H, Heidergott, B F & Volk-Makarewicz, W 2015, ' A smoothed perturbation analysis for Parisian options ', IEEE Transactions on Automatic Control, vol. 60, no. 2, pp. 469-474 . https://doi.org/10.1109/TAC.2014.2326717
Leahu, H, Heidergott, B F & Volk-Makarewicz, W 2015, ' A smoothed perturbation analysis for Parisian options ', IEEE Transactions on Automatic Control, vol. 60, no. 2, pp. 469-474 . https://doi.org/10.1109/TAC.2014.2326717
In this technical note we provide a smoothed perturbation analysis (SPA) estimator of the sensitivity of a discrete time Parisian option with respect to the barrier level. The analysis put forward is of interest in a broader context than that of exot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9820e8963a152313031fdb194fa5023
https://research.vu.nl/en/publications/aaad2b49-0deb-44e3-b262-d321bfe48cab
https://research.vu.nl/en/publications/aaad2b49-0deb-44e3-b262-d321bfe48cab
Publikováno v:
Leahu, H, Heidergott, B F & Hordijk, A 2013, ' Perturbation analysis of waiting times in the G/G/1 queue ', Discrete Event Dynamic Systems, vol. 23, no. 3, pp. 277-305 . https://doi.org/10.1007/s10626-012-0144-0
Discrete Event Dynamic Systems, 23(3), 277-305. Springer Netherlands
Discrete Event Dynamic Systems, 23(3), 277-305. Springer Netherlands
This paper is devoted to perturbation analysis of the stationary distribution of waiting times in the G/G/1 queue with a parameter-dependent service time distribution. We provide sufficient conditions under which the stationary distribution is Lipsch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1e8b8ac87ec98076388254971b50bb9
https://hdl.handle.net/1871.1/7f182bca-83ed-4875-8bfd-04f8286da15e
https://hdl.handle.net/1871.1/7f182bca-83ed-4875-8bfd-04f8286da15e
Publikováno v:
Distributed Applications and Interoperable Systems ISBN: 9783642385407
DAIS
Lecture Notes in Computer Science
13th International Conference on Distributed Applications and Interoperable Systems (DAIS)
13th International Conference on Distributed Applications and Interoperable Systems (DAIS), Jun 2013, Florence, Italy. pp.71-84, ⟨10.1007/978-3-642-38541-4_6⟩
DAIS
Lecture Notes in Computer Science
13th International Conference on Distributed Applications and Interoperable Systems (DAIS)
13th International Conference on Distributed Applications and Interoperable Systems (DAIS), Jun 2013, Florence, Italy. pp.71-84, ⟨10.1007/978-3-642-38541-4_6⟩
Part 1: Full Research Papers; International audience; A very wide variety of physical, demographic, biological and man-made phenomena have been observed to exhibit powerlaw behavior, including the population of cities and villages, sizes of lakes, et
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6685546d85fac26bdfd027be7e4119a7
https://doi.org/10.1007/978-3-642-38541-4_6
https://doi.org/10.1007/978-3-642-38541-4_6
Publikováno v:
UCC
Vrije Universiteit Amsterdam
The 5th IEEE/ACM International Conference on Utility and Cloud Computing (UCC 2012)
Oprescu, A M, Kielmann, T & Leahu, H 2012, Stochastic Tail-Phase Optimization for Bag-of-Tasks Execution in Clouds . in The 5th IEEE/ACM International Conference on Utility and Cloud Computing (UCC 2012) . IEEE Computer Society, Chicago, IL, USA .
Vrije Universiteit Amsterdam
The 5th IEEE/ACM International Conference on Utility and Cloud Computing (UCC 2012)
Oprescu, A M, Kielmann, T & Leahu, H 2012, Stochastic Tail-Phase Optimization for Bag-of-Tasks Execution in Clouds . in The 5th IEEE/ACM International Conference on Utility and Cloud Computing (UCC 2012) . IEEE Computer Society, Chicago, IL, USA .
Elastic applications like bags of tasks benefit greatly from Infrastructure as a Service (IaaS) clouds that let users allocate compute resources on demand, charging based on reserved time intervals. Users, however, still need guidance for mapping the
Autor:
Haralambie Leahu
Publikováno v:
Electronic Journal of Statistics, 5, 373-404. Institute of Mathematical Statistics
Electron. J. Statist. 5 (2011), 373-404
Electron. J. Statist. 5 (2011), 373-404
We study the Bernstein-von Mises (BvM) phenomenon, i.e., Bayesian credible sets and frequentist confidence regions for the estimation error coincide asymptotically, for the infinite-dimensional Gaussian white noise model governed by Gaussian prior wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1ae0447c6479417f07900e211087c80
https://research.tue.nl/nl/publications/e6ab6c33-cae3-493c-9da5-69a35e619977
https://research.tue.nl/nl/publications/e6ab6c33-cae3-493c-9da5-69a35e619977
Publikováno v:
Mathematical Methods of Operations Research, 70, 99-127. Physica-Verlag
Mathematical Methods of Operations Research, 70(1), 99-127. Physica-Verlag
Heidergott, B F, Hordijk, A & Leahu, H 2009, ' Strong bounds on perturbations ', Mathematical Methods of Operations Research, vol. 70, pp. 99-127 . https://doi.org/10.1007/s00186-008-0233-x
Mathematical Methods of Operations Research, 70(1), 99-127. Physica-Verlag
Heidergott, B F, Hordijk, A & Leahu, H 2009, ' Strong bounds on perturbations ', Mathematical Methods of Operations Research, vol. 70, pp. 99-127 . https://doi.org/10.1007/s00186-008-0233-x
This paper provides strong bounds on perturbations over a collection of independent random variables, where 'strong' has to be understood as uniform w.r.t. some functional norm. Our analysis is based on studying the concept of weak differentiability.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93ace1e10d2b92923d91a7cc79723b9e
https://research.vu.nl/en/publications/1ec08257-2a73-4722-9df5-edbf395315eb
https://research.vu.nl/en/publications/1ec08257-2a73-4722-9df5-edbf395315eb