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ANOR
2007
67views more  ANOR 2007»
15 years 6 months ago
A stochastic programming model for asset liability management of a Finnish pension company
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...
Petri Hilli, Matti Koivu, Teemu Pennanen, Antero R...
AUTOMATICA
2007
107views more  AUTOMATICA 2007»
15 years 6 months ago
Adaptive boundary control for unstable parabolic PDEs - Part II: Estimation-based designs
The certainty equivalence approach to adaptive control is commonly used with two types of identifiers: passivity-based identifiers and swapping identifiers. The “passive” (...
Andrey Smyshlyaev, Miroslav Krstic
CORR
2010
Springer
100views Education» more  CORR 2010»
15 years 6 months ago
Shortest paths between shortest paths and independent sets
We study problems of reconguration of shortest paths in graphs. We prove that the shortest reconguration sequence can be exponential in the size of the graph and that it is NP-hard...
Marcin Kaminski, Paul Medvedev, Martin Milanic
CORR
2008
Springer
113views Education» more  CORR 2008»
15 years 6 months ago
Generalized Modal Satisfiability
It is well-known that modal satisfiability is PSPACE-complete [Lad77]. However, the complexity may decrease if we restrict the set of propositional operators used. Note that there ...
Edith Hemaspaandra, Henning Schnoor, Ilka Schnoor
CORR
2010
Springer
103views Education» more  CORR 2010»
15 years 6 months ago
Probabilistic regular graphs
Deterministic graph grammars generate regular graphs, that form a structural extension of configuration graphs of pushdown systems. In this paper, we study a probabilistic extensio...
Nathalie Bertrand, Christophe Morvan