One of the major overheads that prohibits the wide spread deployment of parallel discrete event simulation PDES is the need to synchronize the distributed processes in the simulat...
Narayanan V. Thondugulam, Dhananjai Madhava Rao, R...
We introduce a new approach to the maximum flow problem. This approach is based on assigning arc lengths based on the residual flow value and the residual arc capacities. Our appro...
This paper deals with the problem of controlling highly dynamic mechatronic systems. Such systems may work in several different operation modes, or even underlie continuous mode c...
Klaus Ecker, Andrei Tchernykh, Frank Drews, Silke ...
The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Ga...
Zachary T. Harmany, Roummel F. Marcia, Rebecca Wil...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...