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On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem
Asymptotic Optimality SPT Rule Static Flow Shop Average Completion Time Problem
2015/7/8
Consider a flow shop with M machines in series, through which a set of jobs are to be processed. All jobs have the same routing, and they have to be processed in the same order on each of the machines...
Asymptotic optimality of the cross-entropy method for Markov chain problems
Asymptotic optimality cross-entropy method Markov chain problems
2010/3/11
The correspondence between the cross-entropymethod and the zero-variance
approximation to simulate a rare event problem in Markov chains is shown. This
leads to a sufficient condition that the cross...
The Bayes oracle and asymptotic optimality of multiple testing procedures under sparsity
Multiple testing FDR Bayes oracle asymptotic optimality
2010/3/10
We investigate the asymptotic optimality of a large class of multiple testing rules using the
framework of Bayesian Decision Theory. We consider a parametric setup, in which observations
come from a...