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WSC
2007
15 years 9 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
163
Voted
CDC
2008
IEEE
163views Control Systems» more  CDC 2008»
15 years 8 months ago
Robust design of a spacecraft attitude tracking control system with actuator uncertainties
In this paper we apply the robust redesign for transient performance recovery of nonlinear systems with input uncertainties developed in [2] to a spacecraft attitude tracking probl...
Aranya Chakrabortty, Murat Arcak, Panagiotis Tsiot...
RBAC
1997
135views more  RBAC 1997»
15 years 8 months ago
Reconciling role based management and role based access control
Role Based Access Control is only a subset of the security management and distributed systems management. Yet, the characteristics and use of the role objects in RBAC or Role Base...
Emil Lupu, Morris Sloman
NIPS
1993
15 years 8 months ago
Computational Elements of the Adaptive Controller of the Human Arm
We consider the problem of how the CNS learns to control dynamics of a mechanical system. By using a paradigm where a subject's hand interacts with a virtual mechanical envir...
Reza Shadmehr, Ferdinando A. Mussa-Ivaldi
MP
2006
87views more  MP 2006»
15 years 6 months ago
A Robust Optimization Approach to Dynamic Pricing and Inventory Control with no Backorders
In this paper, we present a robust optimization formulation for dealing with demand uncertainty in a dynamic pricing and inventory control problem for a make-to-stock manufacturing...
Elodie Adida, Georgia Perakis