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194
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SIAMAM
2011
15 years 1 months ago
2011
An extension of the Colombo phase transition model is proposed. The congestion phase is described by a two-dimensional zone defined around an equilibrium flux known as the classi...
173
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SIAMCO
2011
15 years 1 months ago
2011
One shows that the Navier-Stokes equation in O⊂Rd, d = 2, 3, around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller...
207
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SIAMCO
2011
15 years 1 months ago
2011
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...
206
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SIAMCO
2011
15 years 1 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
199
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SIAMCO
2011
15 years 1 months ago
2011
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...