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» Contracts for higher-order functions
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IEE
2008
115views more  IEE 2008»
14 years 11 months ago
Faithful mapping of model classes to mathematical structures
ion techniques are indispensable for the specification and verification of functional behavior of programs. In object-oriented ation languages like JML, a powerful abstraction tec...
Ádám Darvas, Peter Müller
FS
2006
117views more  FS 2006»
14 years 11 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
JMLR
2006
116views more  JMLR 2006»
14 years 11 months ago
Point-Based Value Iteration for Continuous POMDPs
We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are ...
Josep M. Porta, Nikos A. Vlassis, Matthijs T. J. S...
AUTOMATICA
2005
108views more  AUTOMATICA 2005»
14 years 11 months ago
Enlarging the domain of attraction of MPC controllers
This paper presents a method for enlarging the domain of attraction of nonlinear model predictive control (MPC). The usual way of guaranteeing stability of nonlinear MPC is to add...
Daniel Limón, T. Alamo, Eduardo F. Camacho
MCSS
2007
Springer
14 years 11 months ago
Minimal symmetric Darlington synthesis
We consider the symmetric Darlington synthesis of a p × p rational symmetric Schur function S with the constraint that the extension is of size 2p×2p. Under the assumption that S...
Laurent Baratchart, P. Enqvist, A. Gombani, M. Oli...