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WSC
2004
15 years 8 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
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...
Mark Broadie, Özgür Kaya
IJCAI
1993
15 years 8 months ago
Anytime Sensing Planning and Action: A Practical Model for Robot Control
Anytime algorithms, whose quality of results improves gradually as computation time increases, provide useful performance components for timecritical planning and control of robot...
Shlomo Zilberstein, Stuart J. Russell
ATVA
2010
Springer
175views Hardware» more  ATVA 2010»
15 years 7 months ago
The Complexity of Codiagnosability for Discrete Event and Timed Systems
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...
Franck Cassez
ECAI
2010
Springer
15 years 7 months ago
Compiling Uncertainty Away in Non-Deterministic Conformant Planning
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...
Alexandre Albore, Héctor Palacios, Hector G...
AUTOMATICA
2007
86views more  AUTOMATICA 2007»
15 years 6 months ago
Switched seesaw control for the stabilization of underactuated vehicles
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...
A. Pedro Aguiar, João P. Hespanha, Ant&oacu...