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CDC
2008
IEEE
130views Control Systems» more  CDC 2008»
14 years 3 months ago
Stochastic multiscale approaches to consensus problems
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...
QEST
2007
IEEE
14 years 3 months ago
Stochastic Game Logic
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...
Christel Baier, Tomás Brázdil, Marcu...
CSR
2010
Springer
14 years 1 months ago
Comparing Two Stochastic Local Search Algorithms for Constraint Satisfaction Problems
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). ...
Uwe Schöning
WSC
2004
13 years 10 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
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...
Mark Broadie, Özgür Kaya
ICASSP
2010
IEEE
13 years 9 months ago
Ergodic stochastic optimization algorithms for wireless communication and networking
— 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...
Alejandro Ribeiro