The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
In many branches of industry, the component-based approach to systems design is predominant, e. g., as in embedded control systems which are often modelled using MATLAB/Simulink. ...
In this paper, we explore modeling overlapping biological processes. We discuss a probabilistic model of overlapping biological processes, gene membership in those processes, and ...
Many language implementations, particularly for high-level and scripting languages, are based on carefully honed runtime systems that have an internally sequential execution model...
James Swaine, Kevin Tew, Peter A. Dinda, Robert Br...