—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...
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...
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...
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...
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 ...