SIAMCO
2008
13 years 4 months ago
2008
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...
MOR
2006
13 years 4 months ago
2006
This paper provides guidance for operating an assemble-to-order system to maximize expected discounted profit, assuming that a high volume of prospective customers arrive per unit...
MCS
2008
Springer
13 years 4 months ago
2008
Springer
We show how to simulate Brownian motion not on a regular time grid, but on a regular spatial grid. That is, when it first hits points in Z for some > 0. Central to our method ...
GECCO
2007
Springer
13 years 10 months ago
2007
Springer
Building artificial systems using self-assembly is one of the main issues of artificial life [17]. Scientists are trying to understand this process either using experimental appro...