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SIAMCO
2011
13 years 2 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
COLING
1992
13 years 8 months ago
Dynamic Programming Method for Analyzing Conjunctive Structures in Japanese
Parsing a long sentence is very difficult, since long sentences often have conjunctions which result in ambiguities. If the conjunctive structures existing in a long sentence can ...
Sadao Kurohashi, Makoto Nagao
CORR
2008
Springer
109views Education» more  CORR 2008»
13 years 7 months ago
A Generic Top-Down Dynamic-Programming Approach to Prefix-Free Coding
Given a probability distribution over a set of n words to be transmitted, the Huffman Coding problem is to find a minimal-cost prefix free code for transmitting those words. The b...
Mordecai Golin, Xiaoming Xu, Jiajin Yu
EOR
2006
123views more  EOR 2006»
13 years 7 months ago
Double-layered dynamics: A unified theory of projected dynamical systems and evolutionary variational inequalities
In this paper we continue the study of the unified dynamics resulting from the theory of projected dynamical systems and evolutionary variational inequalities, initiated by Cojocar...
Monica-Gabriela Cojocaru, Patrizia Daniele, Anna N...
JSCIC
2010
136views more  JSCIC 2010»
13 years 2 months ago
Multiple Level Sets for Piecewise Constant Surface Reconstruction in Highly Ill-Posed Problems
This paper considers highly ill-posed surface recovery inverse problems, where the sought surface in 2D or 3D is piecewise constant with several possible level values. These level...
K. van den Doel, U. M. Ascher, A. Leitão