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- Ciamac C. Moallemi, Benjamin Van Roy
- IEEE Transactions on Information Theory
- 2005

We propose consensus propagation, an asynchronous distributed protocol for averaging numbers across a network. We establish convergence, characterize the convergence rate for regular graphs, andâ€¦ (More)

- Vijay V. Desai, Vivek F. Farias, Ciamac C. Moallemi
- Operations Research
- 2012

We present a novel linear program for the approximation of the dynamic programming costto-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typicallyâ€¦ (More)

- Vijay V. Desai, Vivek F. Farias, Ciamac C. Moallemi
- Management Science
- 2012

We introduce the pathwise optimization (PO) method, a new convex optimization procedure to produce upper and lower bounds on the optimal value (the â€˜priceâ€™) of a high-dimensional optimal stoppingâ€¦ (More)

- Vijay V. Desai, Vivek F. Farias, Ciamac C. Moallemi
- NIPS
- 2009

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP naturallyâ€¦ (More)

- Mark Broadie, Yiping Du, Ciamac C. Moallemi
- Management Science
- 2011

We analyze the computational problem of estimating financial risk in a nested simulation. In this approach, an outer simulation is used to generate financial scenarios and an inner simulation is usedâ€¦ (More)

- Chen Chen, Garud Iyengar, Ciamac C. Moallemi
- Management Science
- 2013

S risk refers to the risk of collapse of an entire complex system as a result of the actions taken by the individual component entities or agents that comprise the system. Systemic risk is an issueâ€¦ (More)

- Ciamac C. Moallemi, Benjamin Van Roy
- IEEE Transactions on Information Theory
- 2010

We establish that the min-sum message-passing algorithm and its asynchronous variants converge for a large class of unconstrained convex optimization problems, generalizing existing results forâ€¦ (More)

We consider a broad class of dynamic portfolio optimization problems that allow for complex models of return predictability, transaction costs, trading constraints, and risk considerations.â€¦ (More)

- Jason M. Johnson, Keith Mason, Ciamac C. Moallemi, Hualin Xi, Shyamal Somaroo, Enoch S. Huang
- Bioinformatics
- 2003

SUMMARY
The Pfaat protein family alignment annotation tool is a Java-based multiple sequence alignment editor and viewer designed for protein family analysis. The application merges display featuresâ€¦ (More)

- Ciamac C. Moallemi, Benjamin Van Roy
- NIPS
- 2003

We develop a protocol for optimizing dynamicbehavior of a network of simple electroniccomponents,suchasa sensornetwork, an adhoc network of mobile devices, or a network of communicationswitches. Thisâ€¦ (More)