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COORDINATION
2006
Springer
15 years 7 months ago
Stochastic Reasoning About Channel-Based Component Connectors
Abstract. Constraint automata have been used as an operational model for component connectors that coordinate the cooperation and communication of the components by means of a netw...
Christel Baier, Verena Wolf
DAGSTUHL
2007
15 years 4 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic Optimization
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Chaitanya Swamy, David B. Shmoys
EOR
2007
117views more  EOR 2007»
15 years 3 months ago
Simultaneous perturbation stochastic approximation of nonsmooth functions
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
Vaida Bartkute, Leonidas Sakalauskas
IOR
2010
71views more  IOR 2010»
15 years 17 days ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
DEXAW
2006
IEEE
127views Database» more  DEXAW 2006»
15 years 9 months ago
History Checking of XML Data Streams
Besides being adopted as the new general data representation format for the Internet, XML is finding increasing acceptance as a native data exchange language. In order to fully e...
Alessandro Campi, Paola Spoletini