Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming.

Farid Alizadeh Dávid Papp

Published in: Ann. Oper. Res. (2013)

Keyphrases

poisson process
poisson processes
semidefinite programming
arrival rate
linear programming
steady state
asymptotically optimal
primal dual
kernel matrix
queueing networks
queue length
maximum margin
state dependent
dynamic programming
probabilistic model
high dimensional data