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MOR
2007
140views more  MOR 2007»
13 years 4 months ago
Adaptive Control Variates for Finite-Horizon Simulation
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
Sujin Kim, Shane G. Henderson
WSC
2004
13 years 6 months ago
Adaptive Control Variates
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
Sujin Kim, Shane G. Henderson
SIAMNUM
2010
126views more  SIAMNUM 2010»
12 years 12 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
DATE
2009
IEEE
118views Hardware» more  DATE 2009»
13 years 9 months ago
Variation resilient adaptive controller for subthreshold circuits
Subthreshold logic is showing good promise as a viable ultra-low-power circuit design technique for powerlimited applications. For this design technique to gain widespread adoption...
Biswajit Mishra, Bashir M. Al-Hashimi, Mark Zwolin...
ECRTS
2010
IEEE
13 years 6 months ago
Reducing Delay Jitter of Real-Time Control Tasks through Adaptive Deadline Adjustments
For many control systems, control performance is strongly dependent on delay variations of the control tasks. Such variations can come from a number of sources including task preem...
Shengyan Hong, Xiaobo Sharon Hu, Michael D. Lemmon