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SIAMJO
2008
105views more  SIAMJO 2008»
14 years 9 months ago
On Stability of Multistage Stochastic Programs
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
Christian Küchler
SIGPRO
2008
130views more  SIGPRO 2008»
14 years 9 months ago
Cepstrum of bispectrum - A new approach to blind system reconstruction
In this paper, an improved approach to blind deconvolution of LTI systems incorporating phase unwrapping is presented. The method can recover a noise-free estimate of the logarith...
Shahjahan Shahid, Jacqueline Walker
TC
2002
14 years 9 months ago
Designing High Integrity Systems Using Aspects
: In this paper we show how design-level aspects can be used to develop high integrity systems. In our approach, a system designer must first identify the specific mechanisms requi...
Geri Georg, Robert B. France, Indrakshi Ray
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EMNLP
2009
14 years 7 months ago
Joint Optimization for Machine Translation System Combination
System combination has emerged as a powerful method for machine translation (MT). This paper pursues a joint optimization strategy for combining outputs from multiple MT systems, ...
Xiaodong He, Kristina Toutanova
JCAM
2010
107views more  JCAM 2010»
14 years 4 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...