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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
14 years 2 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
ICMLA
2004
13 years 9 months ago
Planning with predictive state representations
Predictive state representation (PSR) models for controlled dynamical systems have recently been proposed as an alternative to traditional models such as partially observable Mark...
Michael R. James, Satinder P. Singh, Michael L. Li...
UM
2005
Springer
14 years 1 months ago
A Decomposition Model for the Layered Evaluation of Interactive Adaptive Systems
Abstract. A promising approach towards evaluating adaptive systems is to decompose the adaptation process and evaluate the system in a “piece-wise” manner. This paper presents ...
Alex Paramythis, Stephan Weibelzahl
FBT
1998
119views Formal Methods» more  FBT 1998»
13 years 9 months ago
Modeling a Production Cell as a Distributed Real-Time System with Cottbus Timed Automata
We build on work in designing modeling languages for hybrid systems in the development of CTA, the Cottbus Timed Automata. Our design features a facility to specify a hybrid system...
Dirk Beyer, Heinrich Rust
ICSEA
2007
IEEE
14 years 2 months ago
A Novel Framework for Test Domain Reduction using Extended Finite State Machine
Test case generation is an expensive, tedious, and errorprone process in software testing. In this paper, test case generation is accomplished using an Extended Finite State Machi...
Nutchakorn Ngamsaowaros, Peraphon Sophatsathit