1611 search results - page 1 / 323 » Stochastic Analysis of Dynamic Processes |
FCT
1997
Springer
13 years 9 months ago
1997
Springer
AOR
2010
13 years 2 months ago
2010
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
MPC
2010
Springer
13 years 10 months ago
2010
Springer
d Abstract) Jane Hillston Laboratory for Foundations of Computer Science, The University of Edinburgh, Scotland Quantitative Analysis Stochastic process algebras extend classical p...
APCCAS
2006
IEEE
13 years 11 months ago
2006
IEEE
— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...
AUTOMATICA
2006
13 years 5 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...