Browne Sid

Sid Browne

Information about the author Sid Browne will soon be added to the site.
Found 10 papers in total
Risk-constrained dynamic active portfolio management
Risk-constrained dynamic active portfolio management
2000
Active portfolio management is concerned with objectives related to the outperformance...
The return on investment from proportional portfolio strategies
The return on investment from proportional portfolio strategies
1998
Dynamic asset allocation strategies that are continuously rebalanced so as to always...
Parallel service with vacations
Parallel service with vacations
1995
We study a system with unlimited service potential where all service requests are...
Portfolio choice and the Bayesian kelly criterion
Portfolio choice and the Bayesian kelly criterion
1996
The authors derive optimal gambling and investment policies for cases in which the...
Piecewise-linear diffusion processes
Piecewise-linear diffusion processes
1995
Diffusion processes are often regarded as among the more abstruse stochastic...
Scheduling jobs that are subject to failure propagation
Scheduling jobs that are subject to failure propagation
1996
A single machine is available to process a collection of stochastic tasks. Processing...
Work-modulated queues with applications to storage processes
Work-modulated queues with applications to storage processes
1992
The authors study two FIFO single-server queueing models in which both the arrival and...
Dynamic priority rules when polling with multiple parallel servers
Dynamic priority rules when polling with multiple parallel servers
1992
In this paper the authors extend previous results (by Browne and Yechiali) on dynamic...
Dynamic scheduling in single-server multiclass service systems with unit buffers
Dynamic scheduling in single-server multiclass service systems with unit buffers
1991
The problem of optimal dynamic sequencing for a single-server multiclass service...
Scheduling deteriorating jobs on a single processor
Scheduling deteriorating jobs on a single processor
1990
N jobs are to be processed sequentially on a single machine. While waiting for...
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