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» Performance modeling using Monte Carlo simulation
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WSC
2007
15 years 6 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
147
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WSC
2008
15 years 6 months ago
Randomized methods for solving the Winner Determination Problem in combinatorial auctions
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
Joshua C. C. Chan, Dirk P. Kroese
171
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CAV
2004
Springer
202views Hardware» more  CAV 2004»
15 years 9 months ago
Statistical Model Checking of Black-Box Probabilistic Systems
Abstract. We propose a new statistical approach to analyzing stochastic systems against specifications given in a sublogic of continuous stochastic logic (CSL). Unlike past numeri...
Koushik Sen, Mahesh Viswanathan, Gul Agha
GLVLSI
2008
IEEE
129views VLSI» more  GLVLSI 2008»
15 years 10 months ago
Variational capacitance modeling using orthogonal polynomial method
In this paper, we propose a novel statistical capacitance extraction method for interconnects considering process variations. The new method, called statCap, is based on the spect...
Jian Cui, Gengsheng Chen, Ruijing Shen, Sheldon X....
142
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ICMCS
2005
IEEE
194views Multimedia» more  ICMCS 2005»
15 years 9 months ago
An hardware architecture for 3D object tracking and motion estimation
We present a method to track and estimate the motion of a 3D object with a monocular image sequence. The problem is based on the state equations and is solved by a sequential Mont...
Patrick Lanvin, Jean-Charles Noyer, Mohammed Benje...