This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
This paper proposes a stochastic dynamic thermal management (DTM) technique in high-performance VLSI system with especial attention to the uncertainty in temperature observation. ...
Neural Network approaches to time series prediction are briefly discussed, and the need to specify an appropriately sized input window identified. Relevant theoretical results fro...
The algorithmic framework developed for improving heuristic solutions of the new version of deterministic TSP [Choi et al., 2002] is extended to the stochastic case. To verify the...