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SIAMCO
2008
121views more  SIAMCO 2008»
13 years 7 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
CORR
2004
Springer
112views Education» more  CORR 2004»
13 years 7 months ago
Swarms on Continuous Data
While being it extremely important, many Exploratory Data Analysis (EDA [21]) systems have the inhability to perform classification and visualization in a continuous basis or to se...
Vitorino Ramos, Ajith Abraham
PRL
2002
91views more  PRL 2002»
13 years 7 months ago
StrCombo: combination of string recognizers
In this paper, we contribute a new paradigm of combining string recognizers and propose generic frameworks for hierarchical and parallel combination of multiple string recognizers...
Xiangyun Ye, Mohamed Cheriet, Ching Y. Suen
SIAMJO
2002
122views more  SIAMJO 2002»
13 years 7 months ago
Robust Filtering via Semidefinite Programming with Applications to Target Tracking
In this paper we propose a novel finite-horizon, discrete-time, time-varying filtering method based on the robust semidefinite programming (SDP) technique. The proposed method prov...
Lingjie Li, Zhi-Quan Luo, Timothy N. Davidson, Kon...
VIS
2007
IEEE
169views Visualization» more  VIS 2007»
14 years 9 months ago
Transform Coding for Hardware-accelerated Volume Rendering
Hardware-accelerated volume rendering using the GPU is now the standard approach for real-time volume rendering, although limited graphics memory can present a problem when renderi...
Nathaniel Fout, Kwan-Liu Ma