The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
This paper explores the application of rewriting logic to the executable formal modeling of real-time and hybrid systems. We give general techniques by which such systems can be s...
We consider the problem of solving a nonhomogeneous infinite horizon Markov Decision Process (MDP) problem in the general case of potentially multiple optimal first period polic...
Torpong Cheevaprawatdomrong, Irwin E. Schochetman,...
—This research considers network coded broadcast system with multi-rate transmission and dual queue stability constraints. Existing network coded broadcast systems consider singl...
—In recent years, the famous wiretap channel has been revisited by many researchers and information theoretic secrecy has become an active area of research in this setting. In th...