Auteur Vivek F. Farias
Documents disponibles écrits par cet auteur (2)
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Bertsimas, Dimitris, Auteur ; Vivek F. Farias, Auteur ; Nikolaos Trichakis, Auteur |This paper deals with a basic issue: How does one approach the problem of designing the “right” objective for a given resource allocation problem? The notion of what is right can be fairly nebulous; we consider two issues that we see as key: eff[...]
Article : texte imprimé
Vijay V. Desai, Auteur ; Vivek F. Farias, Auteur ; Ciamac C. Moallemi, Auteur |We introduce the pathwise optimization (PO) method, a new convex optimization procedure to produce upper and lower bounds on the optimal value (the “price”) of a high-dimensional optimal stopping problem. The PO method builds on a dual character[...]
