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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
14 years 1 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
INFOCOM
2010
IEEE
13 years 5 months ago
Cross-layer Optimization for Wireless Networks with Deterministic Channel Models
Abstract—Existing work on cross-layer optimization for wireless networks adopts simple physical-layer models, i.e., treating interference as noise. In this paper, we adopt a dete...
Ziyu Shao, Minghua Chen, Salman Avestimehr, Shuo-Y...
MCS
2008
Springer
13 years 7 months ago
On the stability analysis of nonlinear systems using polynomial Lyapunov functions
In the stability study of nonlinear systems, not to found feasible solution for the LMI problem associated with a quadratic Lyapunov function shows that it doesn't exist posi...
Hajer Bouzaouache, Naceur Benhadj Braiek
CISS
2010
IEEE
12 years 11 months ago
Queue based compression in a two-way relay network
—We consider the problem of joint rate scheduling and lossy data compression in a two-way relay network with distortion-sensitive stochastic packet traffic. A relay node facilit...
Ertugrul Necdet Ciftcioglu, Yalin Evren Sagduyu, A...
CORR
2011
Springer
179views Education» more  CORR 2011»
13 years 2 months ago
Cooperative searching for stochastic targets
Spatial search problems abound in the real world, from locating hidden nuclear or chemical sources to finding skiers after an avalanche. We exemplify the formalism and solution fo...
Vadas Gintautas, Aric A. Hagberg, Luís M. A...