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SIAMCO
2002
87views more  SIAMCO 2002»
15 years 6 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
TMI
1998
91views more  TMI 1998»
15 years 6 months ago
A Vision-Based Technique for Objective Assessment of Burn Scars
—In this paper a method for the objective assessment of burn scars is proposed. The quantitative measures developed in this research provide an objective way to calculate elastic...
Leonid V. Tsap, Dmitry B. Goldgof, Sudeep Sarkar, ...
PAMI
2007
197views more  PAMI 2007»
15 years 6 months ago
A Lattice-Based MRF Model for Dynamic Near-Regular Texture Tracking
—A near-regular texture (NRT) is a geometric and photometric deformation from its regular origin—a congruent wallpaper pattern formed by 2D translations of a single tile. A dyn...
Wen-Chieh Lin, Yanxi Liu
ICRA
2010
IEEE
142views Robotics» more  ICRA 2010»
15 years 5 months ago
Learning and planning high-dimensional physical trajectories via structured Lagrangians
— We consider the problem of finding sufficiently simple models of high-dimensional physical systems that are consistent with observed trajectories, and using these models to s...
Paul Vernaza, Daniel D. Lee, Seung-Joon Yi
ICRA
2010
IEEE
126views Robotics» more  ICRA 2010»
15 years 5 months ago
Simulation-based LQR-trees with input and state constraints
— We present an algorithm that probabilistically covers a bounded region of the state space of a nonlinear system with a sparse tree of feedback stabilized trajectories leading t...
Philipp Reist, Russ Tedrake