Sciweavers

117 search results - page 10 / 24
» Numerical solution of level dependent quasi-birth-and-death ...
Sort
View
ICASSP
2011
IEEE
12 years 11 months ago
Factor graph-based structural equilibria in dynamical games
Correlated equilibria are a generalization of Nash equilibria that permit agents to act in a correlated manner and can therefore, model learning in games. In this paper we define...
Liming Wang, Vikram Krishnamurthy, Dan Schonfeld
IOR
2011
220views more  IOR 2011»
13 years 2 months ago
Optimal Inventory Policies when Purchase Price and Demand Are Stochastic
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
Peter Berling, Victor Martínez-de-Alb&eacut...
IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
SE
2007
13 years 9 months ago
Enterprise application deployment: A model driven approach
Abstract: Today’s enterprise applications are based on numerous interrelated components that capture domain-specific, generic or infrastructural functionality. Each component is...
Peter Golibrzuch, Alexander Holbreich, Simon Zambr...
SMI
1999
IEEE
108views Image Analysis» more  SMI 1999»
13 years 11 months ago
Modeling of Surfaces with Fair Reflection Line Pattern
Inspection of reflection line patterns is a standard way to check the quality of free form surfaces. In this paper, we describe an approach which enables the designer to control d...
Joachim Loos, Günther Greiner, Hans-Peter Sei...