We propose a design optimization framework for adaptive real-time streaming applications. The main contribution is a hybrid approach for performance analysis combining formal anal...
: This article discusses the development of a model that defines the optimal sampling behaviour of operators in a multi-task flight simulation, where one of the tasks is automated....
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....
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Large-scale military deployments require transporting equipment and personnel over long distances in a short time. Planning an efficient airlift system is complicated and several ...
Julien Granger, Ananth Krishnamurthy, Stephen M. R...