Abstract. Designs of micro electro-mechanical devices need to be robust against fluctuations in mass production. Computer experiments with tens of parameters are used to explore th...
Abstract. The Scale Invariant Feature Transform (SIFT) has become a popular feature extractor for vision-based applications. It has been successfully applied to metric localization...
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...