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» Optimizing efficiency of perturbative Monte Carlo method
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TWC
2008
107views more  TWC 2008»
14 years 9 months ago
A low complexity user scheduling algorithm for uplink multiuser MIMO systems
A low complexity user scheduling algorithm based on a novel adaptive Markov chain Monte Carlo (AMCMC) method is proposed to achieve the maximal sum capacity in an uplink multiple-i...
Yangyang Zhang, Chunlin Ji, Yi Liu, Wasim Q. Malik...
MCS
2007
Springer
14 years 9 months ago
Computing the principal eigenvalue of the Laplace operator by a stochastic method
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
Antoine Lejay, Sylvain Maire
CCE
2004
14 years 9 months ago
Improving convergence of the stochastic decomposition algorithm by using an efficient sampling technique
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
José María Ponce-Ortega, Vicente Ric...
SCANGIS
2003
14 years 11 months ago
The Issue of Uncertainty Propagation in Spatial Decision Making
GISs give users facilities to integrate and analyze data from different sources with different scale, accuracy, resolution and quality of the original data which are the key aspect...
Rahim Ali. Abbaspour, Mahmoud Reza Delavar, Reihan...
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WSC
2008
14 years 12 months ago
Valuation of variable annuity contracts with cliquet options in Asia markets
Variable annuities are very appealing to the investor. For example, in United States, sales volume on variable annuities grew to a record 184 billion in calendar year 2006. Howeve...
Ming-hua Hsieh