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OR
2002
Springer
15 years 5 months ago
Copulae as a new tool in financial modelling
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...
Elisa Luciano, Marina Marena
TCS
2002
15 years 5 months ago
Specification of real-time and hybrid systems in rewriting logic
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...
Peter Csaba Ölveczky, José Meseguer
MOR
2007
109views more  MOR 2007»
15 years 5 months ago
Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
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,...
INFOCOM
2010
IEEE
15 years 4 months ago
Stable Maximum Throughput Broadcast in Wireless Fading Channels
—This research considers network coded broadcast system with multi-rate transmission and dual queue stability constraints. Existing network coded broadcast systems consider singl...
Wei Pu, Hao Cui, Chong Luo, Feng Wu, Chang Wen Che...
INFOCOM
2010
IEEE
15 years 4 months ago
Joint Power and Secret Key Queue Management for Delay Limited Secure Communication
—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...
Onur Güngör 0002, Jian Tan, Can Emre Kok...