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SIAMCO
2008
116views more  SIAMCO 2008»
15 years 1 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
AMC
2008
108views more  AMC 2008»
15 years 2 months ago
Improved exponential stability for time-varying systems with nonlinear delayed perturbations
In this paper, a new sufficient delay dependent exponential stability condition for a class of linear time-varying systems with nonlinear delayed perturbations is derived by using...
P. Niamsup, K. Mukdasai, V. N. Phat

Publication
1500views
17 years 3 months ago
Robust Centerline Extraction Framework Using Level Sets
In this paper, we present a novel framework for computing centerlines for both 2D and 3D shape analysis. The framework works as follows: an object centerline point is selected aut...
M. Sabry Hassouna, Aly A. Farag

Presentation
3660views
17 years 2 months ago
Robust Centerline Extraction Framework Using Level Sets
In this paper, we present a novel framework for computing centerlines for both 2D and 3D shape analysis. The framework works as follows: an object centerline point is selected auto...
M. Sabry Hassouna
CDC
2008
IEEE
15 years 8 months ago
Convex duality and entropy-based moment closures: Characterizing degenerate densities
A common method for constructing a function from a finite set of moments is to solve a constrained minimization problem. The idea is to find, among all functions with the given ...
Cory D. Hauck, C. David Levermore, André L....