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INFOCOM
2008
IEEE
14 years 1 months ago
A Distributed Optimization Algorithm for Multi-Hop Cognitive Radio Networks
Cognitive radio (CR) is a revolution in radio technology and is viewed as an enabling technology for dynamic spectrum access. This paper investigates how to design distributed alg...
Yi Shi, Y. Thomas Hou
WSC
2007
13 years 9 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
EUROGRAPHICS
2010
Eurographics
14 years 4 months ago
Improved Variational Guiding of Smoke Animations
Smoke animations are hard to art-direct because simple changes in parameters such as simulation resolution often lead to unpredictable changes in the final result. Previous work ...
Michael B. Nielsen and Brian B. Christensen
ICC
2009
IEEE
196views Communications» more  ICC 2009»
14 years 2 months ago
Joint Flow Control, Routing and Medium Access Control in Random Access Multi-Hop Wireless Networks
This work extends the existing static framework for joint flow control, routing and medium access control (MAC) in random access multi-hop wireless networks to a dynamic framewor...
Sucha Supittayapornpong, Poompat Saengudomlert
CDC
2008
IEEE
112views Control Systems» more  CDC 2008»
14 years 1 months ago
Application of the proximal center decomposition method to distributed model predictive control
Abstract— In this paper we present a dual-based decomposition method, called here the proximal center method, to solve distributed model predictive control (MPC) problems for cou...
Ion Necoara, Dang Doan, Johan A. K. Suykens