240 search results - page 3 / 48 » On the numerical solution to linear problems using stochasti... |
SIAMCO
2008
14 years 9 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
CAV
2008
Springer
14 years 11 months ago
2008
Springer
We consider an extension of integer linear arithmetic with a "star" operator takes closure under vector addition of the solution set of a linear arithmetic subformula. We...
ECP
1999
Springer
15 years 1 months ago
1999
Springer
We extend a planning algorithm to cover simple forms of arithmetics. The operator preconditions can refer to the values of numeric variables and the operator postconditions can mod...
MP
2002
14 years 9 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
NA
2010
14 years 4 months ago
2010
In this paper we propose a new framework for designing a delay differential equation (DDE) solver which works with any supplied initial value problem (IVP) solver that is based on...