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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
15 years 6 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
IANDC
2008
95views more  IANDC 2008»
15 years 6 months ago
Comparing communication primitives via their relative expressive power
In this paper, we study sixteen communication primitives, arising from the combination of four useful programming features: synchronism (synchronous vs asynchronous primitives), a...
Daniele Gorla
CSDA
2006
142views more  CSDA 2006»
15 years 6 months ago
Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
Fitting of non-Gaussian hierarchical random effects models by approximate maximum likelihood can be made automatic to the same extent that Bayesian model fitting can be automated ...
Hans J. Skaug, David A. Fournier
ENTCS
2006
123views more  ENTCS 2006»
15 years 6 months ago
Nonmonotonic Trust Management for P2P Applications
Community decisions about access control in virtual communities are non-monotonic in nature. This means that they cannot be expressed in current, monotonic trust management langua...
Marcin Czenko, Ha Tran, Jeroen Doumen, Sandro Etal...
IJRR
2008
106views more  IJRR 2008»
15 years 6 months ago
Cooperative Cleaners: A Study in Ant Robotics
Abstract. In the world of living creatures, "simple minded" animals often cooperate to achieve common goals with amazing performance. One can consider this idea in the co...
Israel A. Wagner, Yaniv Altshuler, Vladimir Yanovs...