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ICASSP
2008
IEEE
16 years 23 days ago
Optimal stochastic dual resource allocation for cognitive radios based on quantized CSI
The present paper deals with dynamic resource management based on quantized channel state information (CSI) for multi-carrier cognitive radio networks comprising primary and secon...
Antonio G. Marqués, Xin Wang, Georgios B. G...
CPAIOR
2007
Springer
16 years 15 days ago
Preprocessing Expression-Based Constraint Satisfaction Problems for Stochastic Local Search
Abstract. This work presents methods for processing a constraint satisfaction problem (CSP) formulated by an expression-based language, before the CSP is presented to a stochastic ...
Sivan Sabato, Yehuda Naveh
ICGI
1998
Springer
15 years 10 months ago
Learning Stochastic Finite Automata from Experts
We present in this paper a new learning problem called learning distributions from experts. In the case we study the experts are stochastic deterministic finite automata (sdfa). W...
Colin de la Higuera
WSC
2004
15 years 7 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
WSC
2004
15 years 7 months ago
Stochastic Petri Nets for Modelling and Simulation
Stochastic Petri nets (SPNs) have proven to be a powerful and enduring graphically-oriented framework for modelling and performance analysis of complex systems. This tutorial focu...
Peter J. Haas