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» Path Differentials and Applications
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138
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ANOR
2007
73views more  ANOR 2007»
15 years 5 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
138
Voted
MP
2002
101views more  MP 2002»
15 years 4 months ago
Componentwise fast convergence in the solution of full-rank systems of nonlinear equations
The asymptotic convergence of parameterized variants of Newton's method for the solution of nonlinear systems of equations is considered. The original system is perturbed by a...
Nicholas I. M. Gould, Dominique Orban, Annick Sart...
ICRA
2009
IEEE
151views Robotics» more  ICRA 2009»
15 years 2 months ago
Encoding molecular motions in voxel maps
This paper builds on the combination of robotic path planning algorithms and molecular modeling methods for computing large-amplitude molecular motions, and introduces voxel maps a...
Juan Cortés, Sophie Barbe, Monique Erard, T...
129
Voted
ISCC
2005
IEEE
15 years 10 months ago
Improving Survivability through Traffic Engineering in MPLS Networks
The volume of higher priority Internet applications is increasing as the Internet continues to evolve. Customers require Quality of Service (QoS) guarantees with not only guarante...
Mina Amin, Kin-Hon Ho, George Pavlou, Michael P. H...
IEEEPACT
2002
IEEE
15 years 9 months ago
Quantifying Instruction Criticality
Information about instruction criticality can be used to control the application of micro-architectural resources efficiently. To this end, several groups have proposed methods t...
Eric Tune, Dean M. Tullsen, Brad Calder