A George Mason University (GMU) model could help the intelligence, surveillance and reconnaissance (ISR) community gauge which assets are more valuable than others. Models address the complex problem ...

We consider optimal consumption and (strategic) asset allocation of an investor with uncertain lifetime. The problem is solved using a multi-stage stochastic linear programming (SLP) model to ...

This is the course project for DDA 4300 Optimization in Data Science and Machine Learning taught by Prof. Yinyu Ye (Spring 2023). In this project, we implement offline and online SLPM and SCPM ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...

This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer ...

Abstract: There are plentiful attempts for increasing the efficiency, generality and optimality of the Design Space Exploration (DSE) algorithms for resource allocation problems of distributed ...