Motivated by today’s cloud computing capabilities in large server farms, we present a queueing
model where jobs are split into a number of pieces which are then randomly routed to…
Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…
ORIE Colloquium: Yehua Wei (MIT) - Understanding the Effectivness of Sparse Process Flexibility
Thursday, February 14, 2013 at 3:00pm
Frank H. T. Rhodes Hall, 253
The seminal paper of Jordan and…