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» Optimal Control with Adaptive Internal Dynamics Models
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SIAMCO
2002
87views more  SIAMCO 2002»
13 years 8 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
FORMATS
2007
Springer
14 years 23 days ago
Combining Formal Verification with Observed System Execution Behavior to Tune System Parameters
Resource limited DRE (Distributed Real-time Embedded) systems can benefit greatly from dynamic adaptation of system parameters. We propose a novel approach that employs iterative t...
Minyoung Kim, Mark-Oliver Stehr, Carolyn L. Talcot...
VISUALIZATION
1998
IEEE
14 years 1 months ago
Large scale terrain visualization using the restricted quadtree triangulation
Real-time rendering of triangulated surfaces has attracted growing interest in the last few years. However, interactive visualization of very large scale grid digital elevation mo...
Renato Pajarola
CAINE
2008
13 years 10 months ago
New Architecture and Protocols for Global-Scale Machine Communities
This article is about the new universal architecture which allows electronic devices of different functionalities and manufacturers, as well as on-line services, to seamlessly int...
Vladimir Krylov, N. Mikhaylov, Dmitry V. Ponomarev
JDCTA
2010
146views more  JDCTA 2010»
13 years 3 months ago
Modelling for Cruise Two-Dimensional Online Revenue Management System
To solve the cruise two-dimensional revenue management problem and develop such an automated system under uncertain environment, a static model which is a stochastic integer progr...
Bingzhou Li