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SIAMCO
2008
121views more  SIAMCO 2008»
15 years 6 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
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...
Masahiko Egami
171
Voted
SIGPRO
2008
106views more  SIGPRO 2008»
15 years 6 months ago
Propagator-based methods for recursive subspace model identification
The problem of the online identification of multi-input multi-output (MIMO) state-space models in the framework of discrete-time subspace methods is considered in this paper. Seve...
Guillaume Mercère, Laurent Bako, Sté...
159
Voted
TALG
2008
93views more  TALG 2008»
15 years 6 months ago
Limitations of cross-monotonic cost-sharing schemes
A cost-sharing scheme is a set of rules defining how to share the cost of a service (often computed by solving a combinatorial optimization problem) amongst serviced customers. A ...
Nicole Immorlica, Mohammad Mahdian, Vahab S. Mirro...
TII
2008
176views more  TII 2008»
15 years 6 months ago
Adaptive Multilevel Code Update Protocol for Real-Time Sensor Operating Systems
In wireless sensor networks each sensor node has very limited resources, and it is very difficult to find and collect them. For this reason, updating or adding programs in sensor n...
Sangho Yi, Hong Min, Yookun Cho, Jiman Hong
TIT
2008
127views more  TIT 2008»
15 years 6 months ago
Max-Product for Maximum Weight Matching: Convergence, Correctness, and LP Duality
Abstract--Max-product "belief propagation" (BP) is an iterative, message-passing algorithm for finding the maximum a posteriori (MAP) assignment of a discrete probability...
Mohsen Bayati, Devavrat Shah, Mayank Sharma