In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
ing from Prioritized/Weighted Internal Immediate Actions Marco Bernardo and Alessandro Aldini Universit`a di Urbino “Carlo Bo” – Italy Markovian process calculi constitute a ...
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
We present here Extended Markov Tracking (EMT), a computationally tractable method for the online estimation of Markovian system dynamics, along with experimental support for its ...
Unmanned aerial vehicles (UAVs) represent an important class of networked robotic applications that must be both highly dependable and autonomous. This paper addresses sensor deplo...