In this paper we propose an accelerated version of the cubic regularization of Newton's method [6]. The original version, used for minimizing a convex function with Lipschitz...
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
This paper investigates cluster formation in decentralized sensor grids and focusses on predicting when the cluster formation converges to a stable configuration. The traffic volum...
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
: - This paper addresses an inverse controller design for excitation system with changing parameters and nonsmooth nonlinearities in the actuator. The existence of such nonlinearit...