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Publications (12)
The scope of this work is to present a holistic approach in quality of service (QoS) and quality of experience (QoE) characterization and prediction in modern mobile communication networks. Analytically, multi radio access technologies have been deployed in order to deliver mobile services to quality demanded consumers. Quality of Experience (QoE)...
Quality of Experience (QoE) parameters describe the end-to-end (E2E) quality as experienced by the mobile users. These are difficult to measure and quantify. On the one hand, System Quality of Service (SQoS) parameters are metrics that are close related to the network status, and defined from the viewpoint of the service provider rather than the se...
This paper addresses Markov Decision Processes over compact state and action spaces. We investigate the special case of linear dynamics and piecewise-linear and convex immediate costs for the average cost criterion. This model is very general and covers many interesting examples, for instance in inventory management. Due to the curse of dimensional...
The scope of this work is to present a holistic approach in quality of service (QoS) and quality of experience (QoE) characterization and prediction in modern mobile communication networks. Analytically, multi radio access technologies have been deployed in order to deliver mobile services to quality demanded consumers. Quality of Experience (QoE)...
Estimating the probabilities by which different events might occur is usually a delicate task, subject to many sources of inaccuracies. Moreover, these probabilities can change over time, leading to a very difficult evaluation of the risk induced by any particular decision. Given a set of probability measures and a set of nominal risk measures, we...
In portfolio management, Robust Conditional Value - at - Risk (Robust CVaR) has been proposed to deal with structured uncertainty in the estimation of the assets probability distribution. Meanwhile, regularization in portfolio optimization has been investigated as a way to construct portfolios that show satisfactory out-of-sample performance under...
Quality of service (QoS) and quality of experience (QoE) of contemporary mobile communication networks are crucial, complex and correlated.QoS describes network performance while QoE depicts perceptual quality at the user side. A set of key performance indicators (KPIs) describes in details QoS and QoE. Our research is focused specially on mobile s...
The hydro-electric pumped storage plant management can be formulated as a multi-stage stochastic optimization problem. Recent research has identified efficient policies that minimize the risk of the plant value in a finite horizon framework by aggregating the spot price information into epochs. The most widely accepted models describe the spot pric...
There have long been intuitive connections between robustness and regularization in statistical estimation, for example, in lasso and support vector machines. In the first part of the thesis, we formalize these connections using robust optimization. Specifically (a) We show that in classical regression, regularized estimators like lasso can be deri...
The field of sensor networks is rapidly developing enabling us to deploy them to an unpredictable environment and draw diverse and interesting information from it. Their capabilities are improving. They can sense complicated phenomena, they take measurements for several attributes, they make numerous computations and they communicate large amounts...
The Internet continues to evolve into a network that supports a wide spectrum of applications with diverse requirements. The introduction of multimedia poses delay, throughput and packet loss requirements towards the network and makes the provision of QoS a very important issue. In this paper, we present the concept of Dynamic Application Profiles...
We present an approximation method for inventory management under multiple suppliers and stochastic lead times. The method is based on parametric dynamic programming using convex piecewise linear approximations of the differential cost function in approximate relative value iteration steps and works for a range of stochastic control problems with l...