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WOLLIC
2009
Springer
14 years 3 months ago
Algebraic Valuations as Behavioral Logical Matrices
Abstract. The newly developed behavioral approach to the algebraization of logics extends the applicability of the methods of algebraic logic to a wider range of logical systems, n...
Carlos Caleiro, Ricardo Gonçalves
WSC
2008
13 years 11 months ago
Valuation of variable annuity contracts with cliquet options in Asia markets
Variable annuities are very appealing to the investor. For example, in United States, sales volume on variable annuities grew to a record 184 billion in calendar year 2006. Howeve...
Ming-hua Hsieh
AAAI
2004
13 years 10 months ago
Methods for Boosting Revenue in Combinatorial Auctions
We study the recognized open problem of designing revenuemaximizing combinatorial auctions. It is unsolved even for two bidders and two items for sale. Rather than pursuing the pu...
Anton Likhodedov, Tuomas Sandholm
HICSS
2007
IEEE
138views Biometrics» more  HICSS 2007»
14 years 2 months ago
A Probabilistic Graphical Approach to Computing Electricity Price Duration Curves under Price and Quantity Competition
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
Pascal Michaillat, Shmuel S. Oren
CAV
2004
Springer
93views Hardware» more  CAV 2004»
14 years 1 months ago
Symbolic Parametric Safety Analysis of Linear Hybrid Systems with BDD-Like Data-Structures
—We introduce a new BDD-like data structure called Hybrid-Restriction Diagrams (HRDs) for the representation and manipulation of linear hybrid automata (LHA) state-spaces and pre...
Farn Wang