We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
Several techniques have been developed for identifying similar code fragments in programs. These similar fragments, referred to as code clones, can be used to identify redundant c...
Abstract— We study the problem of designing control strategies for nondeterministic transitions systems enforcing the satisfaction of Linear Temporal Logic (LTL) formulas over th...
We develop a multi-objective model for the resource allocation problem in a dynamic PERT network, where the activity durations are exponentially distributed random variables and t...
This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...