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FOCS
2005
IEEE
14 years 2 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Chaitanya Swamy, David B. Shmoys
DAGSTUHL
2007
13 years 10 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic Optimization
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Chaitanya Swamy, David B. Shmoys
FCCM
2008
IEEE
205views VLSI» more  FCCM 2008»
14 years 3 months ago
Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
David B. Thomas, Wayne Luk
AINA
2009
IEEE
14 years 3 months ago
A Range-Only Tracking Algorithm for Wireless Sensor Networks
Over the last few years, target tracking in wireless sensor networks has become a topic of particular interest. This paper presents a tracking system intended for deployment in di...
Evangelos B. Mazomenos, Jeffrey S. Reeve, Neil M. ...
CONCUR
2003
Springer
14 years 2 months ago
Synthesis of Distributed Algorithms Using Asynchronous Automata
Abstract. We apply the theory of asynchronous automata to the synthesis problem of closed distributed systems. We use safe asynchronous automata as implementation model, and charac...
Alin Stefanescu, Javier Esparza, Anca Muscholl