634 search results - page 4 / 127 » Consistent price systems under model uncertainty |
CCGRID
2010
IEEE
13 years 6 months ago
2010
IEEE
Markets of computing resources typically consist of a cluster (or a multi-cluster) and jobs that arrive over time and request computing resources in exchange for payment. In this p...
TSMC
2008
13 years 5 months ago
2008
This paper deals with the development of a computer model to estimate the subjective workload score of individuals by evaluating their heart-rate (HR) signals. The identification o...
HICSS
2002
IEEE
13 years 10 months ago
2002
IEEE
We analyze alternative market designs for a multisettlement system for electricity in which the resolution of the transmission network model is increased as time approaches real-t...
ISIPTA
2003
IEEE
13 years 11 months ago
2003
IEEE
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
AUTOMATICA
2004
13 years 5 months ago
2004
Ellipsoidal outer-bounding of the set of all feasible state vectors under model uncertainty is a natural extension of state estimation for deterministic models with unknown-but-bo...