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WADS
2001
Springer
113views Algorithms» more  WADS 2001»
14 years 14 days ago
Movement Planning in the Presence of Flows
This paper investigates the problem of time-optimum movement planning in two and three dimensions for a point robot which has bounded control velocity through a set of n polygonal...
John H. Reif, Zheng Sun
MANSCI
2006
82views more  MANSCI 2006»
13 years 8 months ago
Pricing American-Style Derivatives with European Call Options
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
IOR
2010
92views more  IOR 2010»
13 years 6 months ago
Series Expansions for Continuous-Time Markov Processes
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Bernd Heidergott, Arie Hordijk, Nicole Leder
SI3D
2006
ACM
14 years 2 months ago
Interactive 3D distance field computation using linear factorization
We present an interactive algorithm to compute discretized 3D Euclidean distance fields. Given a set of piecewise linear geometric primitives, our algorithm computes the distance...
Avneesh Sud, Naga K. Govindaraju, Russell Gayle, D...
CORR
2007
Springer
91views Education» more  CORR 2007»
13 years 8 months ago
Unequal dimensional small balls and quantization on Grassmann Manifolds
—The Grassmann manifold Gn,p (L) is the set of all p-dimensional planes (through the origin) in the n-dimensional Euclidean space Ln , where L is either R or C. This paper consid...
Wei Dai, Brian Rider, Youjian Liu