2131 search results - page 49 / 427 » Stochastic Process Creation |
AUTOMATICA
2006
13 years 11 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
AUTOMATICA
2006
13 years 11 months ago
2006
This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilit...
JCB
2006
13 years 11 months ago
2006
As postgenomic biology becomes more predictive, the ability to infer rate parameters of genetic and biochemical networks will become increasingly important. In this paper, we expl...
MP
2006
13 years 11 months ago
2006
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
RTSS
1999
IEEE
14 years 3 months ago
1999
IEEE
This paper presents a process algebra for specifying soft real-time constraints in a compositional way. For these soft constraints we take a stochastic point of view and allow arb...