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SIAMCO
2008
116views more  SIAMCO 2008»
14 years 9 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»
14 years 9 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
16 years 10 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
16 years 10 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 4 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....