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...
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...
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...
—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...
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...