Abstract. In this paper, we study the problem of controlling the expected exit time from a region for a class of stochastic hybrid systems. That is, we find the least costly feedb...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
We present a method to detect the regions of interests in moving camera views of dynamic scenes with multiple moving objects. We start by extracting a global motion tendency that ...
Automatic detection of dynamic events in video sequences has a variety of applications including visual surveillance and monitoring, video highlight extraction, intelligent transp...
With the increasing levels of variability and randomness in the characteristics and behavior of manufactured nanoscale structures and devices, achieving performance optimization u...