2167 search results - page 125 / 434 » Stochastic Process Algebras |
156
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CCE
2006
15 years 6 months ago
2006
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
132
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FS
2010
15 years 4 months ago
2010
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
173
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CDC
2010
IEEE
15 years 1 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
152
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TR
2010
15 years 1 months ago
2010
Abstract--We examine optimal repair strategies for wind turbines operated under stochastic weather conditions. In-situ sensors installed at wind turbines produce useful information...
165
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ICASSP
2011
IEEE
14 years 10 months ago
2011
IEEE
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...