This paper presents a new method for solving a class of infinite horizon nonlinear optimal control problems. In this method, first the original optimal control problem is transfor...
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
In this paper, an adaptive sampling method is proposed for the statistical SRAM cell analysis. The method is composed of two components. One part is the adaptive sampler that manip...
Segmentation and tracking of multiple humans in crowded situations is made difficult by interobject occlusion. We propose a model-based approach to interpret the image observations...