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» The Generalized Max-Controlled Set Problem
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FS
2010
95views more  FS 2010»
15 years 2 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
122
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FIW
2009
101views Communications» more  FIW 2009»
15 years 1 months ago
Feature Interaction Detection in the Feature Language Extensions
One of the most difficult tasks in software development is that features are implemented by changing the code of other features. This problem cannot be solved with existing general...
Lei Sun, Lu Zhoa, Yimeng Li, Wu-Hon F. Leung
151
Voted
CORR
2010
Springer
152views Education» more  CORR 2010»
14 years 10 months ago
Combinatorial Network Optimization with Unknown Variables: Multi-Armed Bandits with Linear Rewards
In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of int...
Yi Gai, Bhaskar Krishnamachari, Rahul Jain
134
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ICRA
2005
IEEE
127views Robotics» more  ICRA 2005»
15 years 9 months ago
Operational Space Control of Multibody Systems with Explicit Holonomic Constraints
— This paper presents an operational space control approach for the general class of holonomically constrained multibody systems. As a point of departure, the general formulation...
Vincent De Sapio, Oussama Khatib
125
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JDM
2006
77views more  JDM 2006»
15 years 3 months ago
Semantic Integrity Constraint Checking for Multiple XML Databases
Global semantic integrity constraints ensure integrity and consistency of data spanning multiple databases. In this paper, we take the initial steps towards representing global se...
Praveen Madiraju, Rajshekhar Sunderraman, Shamkant...