Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
In a shared server infrastructure, a scheduler controls how quantities of resources are shared over time in a fair manner across multiple, competing consumers. It should support w...
Because of privacy concerns, agents may not want to reveal information that could be of use in problem solving. As a result, there are potentially important tradeoffs between main...
This paper discusses the application of robotic technologies to an evacuation assistance task. We describe how this kind of task differs from the more prevalent search and rescue ...