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...
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...
: 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...
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, ...
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...