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146
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SIAMAM
2008
15 years 6 months ago
2008
In this paper we derive a general system of transport equations for the moments of reflected and transmitted mode amplitudes in a randomly perturbed waveguide, in a regime where ba...
179
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SIAMCO
2008
15 years 6 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
193
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SIAMCO
2008
15 years 6 months ago
2008
Abstract. In this paper we consider a class of hybrid stochastic games with the piecewise openloop information structure. These games are indexed over a parameter which represents...
180
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SIAMCOMP
2008
15 years 6 months ago
2008
Abstract. The Perceptron algorithm, despite its simplicity, often performs well in online classification tasks. The Perceptron becomes especially effective when it is used in conju...
154
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SIAMDM
2008
15 years 6 months ago
2008
The first-fit chromatic number of a graph is the number of colors needed in the worst case of a greedy coloring. It is also called the Grundy number, which is defined to be the max...