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CCE
2004
13 years 7 months ago
New measures and procedures to manage financial risk with applications to the planning of gas commercialization in Asia
This paper presents some new concepts and procedures for financial risk management. To complement the use of value at risk a new concept, upside potential or opportunity value as ...
Ahmed Aseeri, Miguel J. Bagajewicz
CORR
2000
Springer
92views Education» more  CORR 2000»
13 years 7 months ago
Predicting the expected behavior of agents that learn about agents: the CLRI framework
We describe a framework and equations used to model and predict the behavior of multi-agent systems (MASs) with learning agents. A difference equation is used for calculating the ...
José M. Vidal, Edmund H. Durfee
CORR
2002
Springer
104views Education» more  CORR 2002»
13 years 7 months ago
Preprocessing Chains for Fast Dihedral Rotations Is Hard or Even Impossible
We examine a computational geometric problem concerning the structure of polymers. We model a polymer as a polygonal chain in three dimensions. Each edge splits the polymer into t...
Michael A. Soss, Jeff Erickson, Mark H. Overmars
ENTCS
2000
60views more  ENTCS 2000»
13 years 7 months ago
Incompleteness of Behavioral Logics
Incompleteness results for behavioral logics are investigated. We show that there is a basic finite behavioral specification for which the behavioral satisfaction problem is not r...
Samuel R. Buss, Grigore Rosu
SIAMCO
2000
71views more  SIAMCO 2000»
13 years 7 months ago
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
Rafik Aguech, Eric Moulines, Pierre Priouret