Abstract— While peer-to-peer consensus algorithms have enviable robustness and locality for distributed estimation and computation problems, they have poor scaling behavior with ...
Jong-Han Kim, Matthew West, Sanjay Lall, Eelco Sch...
Stochastic game logic (SGL) is a new temporal logic that combines features of alternating temporal logic (to formalize the individual views and cooperation and reaction facilities...
Abstract. In this survey we compare the similarities, differences and the complexities of two very different approaches to solve a general constraint satisfaction probblems (CSP). ...
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
— Ergodic stochastic optimization (ESO) algorithms are proposed to solve resource allocation problems that involve a random state and where optimality criteria are expressed in t...