This paper presents a new technique for automatically creating analog circuit models. The method extracts - from trained neural networks - piecewise linear models expressing the l...
We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
It has been observed by E. Eberlein and U. Keller that the hyperbolic distribution fits logarithmic rates of returns of a stock much better than the normal distribution. We give a...
Parametric models for estimating network link delays with incomplete data that incorporate spatial correlation are formulated. Fast numerical methods for estimation of parameters ...