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INTERSENSE
2006
ACM
14 years 4 months ago
Particle-based methodology for representing mobile ad-hoc networks
—We present a methodology based on physics laws and particles in order to represent, simulate, and architect advanced networking models. We introduce a mathematical formalism wit...
Carlos J. Martinez, Marisa López, Luis C. E...
STACS
2005
Springer
14 years 3 months ago
Connectivity for Wireless Agents Moving on a Cycle or Grid
Abstract. We present a mathematical model to analyse the establishment and maintenance of communication between mobile agents. We assume that the agents move through a fixed envir...
Josep Díaz-Giménez, Xavier Pé...
ISIPTA
2003
IEEE
117views Mathematics» more  ISIPTA 2003»
14 years 3 months ago
Dynamic Programming for Discrete-Time Systems with Uncertain Gain
We generalise the optimisation technique of dynamic programming for discretetime systems with an uncertain gain function. We assume that uncertainty about the gain function is des...
Gert de Cooman, Matthias C. M. Troffaes
ISIPTA
2003
IEEE
145views Mathematics» more  ISIPTA 2003»
14 years 3 months ago
An Extended Set-valued Kalman Filter
Set-valued estimation offers a way to account for imprecise knowledge of the prior distribution of a Bayesian statistical inference problem. The set-valued Kalman filter, which p...
Darryl Morrell, Wynn C. Stirling
ISIPTA
2003
IEEE
102views Mathematics» more  ISIPTA 2003»
14 years 3 months ago
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
Huguette Reynaerts, Michèle Vanmaele