1590 search results - page 69 / 318 » Dependence Modeling for Stochastic Simulation |
ICOIN
2003
Springer
14 years 3 months ago
2003
Springer
Since the birth of ARPANET and the first commercial applications of computer networks, through explosion of popularity of the Internet and wireless communications, we have witnes...
WSC
2008
14 years 10 days ago
2008
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
TSP
2008
13 years 10 months ago
2008
We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of t...
ISCI
2008
13 years 10 months ago
2008
An increase in the performance of deteriorating systems can be achieved through the adoption of suitable maintenance policies. One of the most popular maintenance policies is the ...
CDC
2008
IEEE
14 years 4 months ago
2008
IEEE
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...