A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
We consider the problem of finding an optimal clock schedule, i.e. optimal arrival times for clock signals at latches of a VLSI chip. We describe a general model which includes al...
Transient Signal Analysis (TSA) is a parametric device testing technique based on the analysis of dynamic (transient) current (iDDT) drawn by the core logic from the power supply ...
Stochastic Shortest Path problems (SSPs) can be efficiently dealt with by the Real-Time Dynamic Programming algorithm (RTDP). Yet, RTDP requires that a goal state is always reach...
Abstract. In recent work binary decision diagrams (BDDs) were introduced as a technique for postoptimality analysis for integer programming. In this paper we show that much smaller...