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103
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CDC
2009
IEEE
14 years 8 months ago
2009
IEEE
Stochastic Flow Models (SFMs) are stochastic ystems that abstract the dynamics of complex discrete event systems involving the control of sharable resources. SFMs have been used to...
IPPS
2002
IEEE
15 years 3 months ago
2002
IEEE
A bulk synchronous computation proceeds in phases that are separated by barrier synchronization. For dynamic bulk synchronous computations that exhibit varying phase-wise computat...
ICIP
2003
IEEE
15 years 3 months ago
2003
IEEE
A new class of multiscale multidimensional stochastic processes called spatial random trees was recently introduced in [9]. The model is based on multiscale stochastic trees with ...
83
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CDC
2010
IEEE
14 years 5 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
85
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CDC
2008
IEEE
15 years 4 months ago
2008
IEEE
— Optimal control and estimation are dual in the LQG setting, as Kalman discovered, however this duality has proven difficult to extend beyond LQG. Here we obtain a more natural...