This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Anytime algorithms, whose quality of results improves gradually as computation time increases, provide useful performance components for timecritical planning and control of robot...
In this paper we study the fault codiagnosis problem for discrete event systems given by finite automata (FA) and timed systems given by timed automata (TA). We provide a uniform c...
It has been shown recently that deterministic conformant planning problems can be translated into classical problems that can be solved by off-the-shelf classical planners. In this...
This paper addresses the stabilization of a class of nonlinear systems in the presence of disturbances, using switching controllers. To this effect we introduce two new classes o...