54 search results - page 4 / 11 » A Stochastic Model for Order Book Dynamics |
EOR
2006
13 years 7 months ago
2006
In this paper, we present a stochastic model for the dynamic fleet management problem with random travel times. Our approach decomposes the problem into time-staged subproblems by...
ECCV
2006
Springer
13 years 11 months ago
2006
Springer
Abstract. We present a new algorithm for segmenting a scene consisting of multiple moving dynamic textures. We model the spatial statistics of a dynamic texture with a set of secon...
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
CPAIOR
2006
Springer
13 years 11 months ago
2006
Springer
This paper considers online stochastic reservation problems, where requests come online and must be dynamically allocated to limited resources in order to maximize profit. Multi-k...
CCE
2010
13 years 4 months ago
2010
AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...