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SIAMCO
2008
121views more  SIAMCO 2008»
13 years 9 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
CERA
2004
89views more  CERA 2004»
13 years 9 months ago
An Electronic Cash Scheme and its Management
: A secure electronic cash scheme and its role-based access control (RBAC) management are proposed in this paper. The scheme uses electronic cash for payment transactions. In this ...
Hua Wang, Yanchun Zhang, Jinli Cao
CCR
2002
111views more  CCR 2002»
13 years 9 months ago
A taxonomy and design considerations for Internet accounting
Economic principles are increasingly being suggested for addressing some complex issues related to distributed resource allocation for QoS (Quality of Service) enhancement. Many p...
Michel Kouadio, Udo W. Pooch
SIGMETRICS
2002
ACM
107views Hardware» more  SIGMETRICS 2002»
13 years 9 months ago
Passage time distributions in large Markov chains
Probability distributions of response times are important in the design and analysis of transaction processing systems and computercommunication systems. We present a general tech...
Peter G. Harrison, William J. Knottenbelt
SIGMOD
2002
ACM
113views Database» more  SIGMOD 2002»
13 years 9 months ago
The n-Tier Hub Technology
During 2001, the Enterprise Engineering Laboratory at George Mason University was contracted by the Boeing Company to develop an eHub capability for aerospace suppliers in Taiwan....
Rainer A. Sommer, Thomas R. Gulledge, David Bailey