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» On Tractability and Congruence Distributivity
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ORL
2007
64views more  ORL 2007»
13 years 10 months ago
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
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 ...
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
ICTCS
2007
Springer
14 years 5 months ago
Weak Markovian Bisimilarity: Abstracting from Prioritized/Weighted Internal Immediate Actions
ing from Prioritized/Weighted Internal Immediate Actions Marco Bernardo and Alessandro Aldini Universit`a di Urbino “Carlo Bo” – Italy Markovian process calculi constitute a ...
Marco Bernardo, Alessandro Aldini
HPCS
2005
IEEE
14 years 4 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ATAL
2005
Springer
14 years 4 months ago
Multiagent coordination by Extended Markov Tracking
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 ...
Zinovi Rabinovich, Jeffrey S. Rosenschein
SAT
2007
Springer
126views Hardware» more  SAT 2007»
14 years 5 months ago
Sensor Deployment for Failure Diagnosis in Networked Aerial Robots: A Satisfiability-Based Approach
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...
Fadi A. Aloul, Nagarajan Kandasamy