Works Published in 2018
Displaying works 121 - 124 of 124 in total
Sorted by most recent date added to the index first, which may not be the same as publication date order.
2018 journal article
A closed-form solution of the Black-Litterman model with conditional value at risk
OPERATIONS RESEARCH LETTERS, 46(1), 103–108.
author keywords: Black-Litterman model; Portfolio optimization; CVaR; Elliptical distribution
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2018 journal article
Staffing to Stabilize the Tail Probability of Delay in Service Systems with Time-Varying Demand
OPERATIONS RESEARCH, 66(2), 514–534.
author keywords: staffing algorithms; service systems; capacity planning; many-server queues; efficiency-driven; time-varying arrivals; queues with abandonment; nonstationary queues; nonexponential distributions
TL;DR:
Analytic formulas are developed to set the time-dependent number of servers to stabilize the tail probability of customer waiting times for the Gt/GI/st + GI queueing model, which has a nonstationary non-Poisson arrival process, nonexponential service times, and allows customer abandonment according to a nonexp exponential patience distribution.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2018 journal article
QoS architectures for the IP network
Encyclopedia of Information Science and Technology, 4th Edition, 6609–6617.
Source: NC State University Libraries
Added: August 6, 2018
2018 journal article
Nonlinear Kalman filtering for censored observations
Applied Mathematics and Computation, 316, 155–166.
author keywords: Extended Kalman filter; Censored observation; Parameter estimation; Hepatitis C virus (HCV); Human immunodeficiency virus (HIV)
TL;DR:
A modified version of the extended Kalman filter is developed to handle the case of censored observations in nonlinear systems and is validated in a simple oscillator system first, showing its ability to accurately reconstruct state variables and track system parameters when observations are censored.
(via Semantic Scholar)
arxiv.org (repository)
Sources: Web Of Science, NC State University Libraries, Crossref
Added: August 6, 2018
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