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SIAMCO
2011
15 years 16 days ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
CDC
2010
IEEE
114views Control Systems» more  CDC 2010»
15 years 15 days ago
On subspace identification of cascade structured systems
Subspace identification has proven useful when identifying identifying multi-input multi-output systems. It is, however, important in many applications to take a priori structural ...
Per Hagg, Bo Wahlberg, Henrik Sandberg
CORR
2010
Springer
171views Education» more  CORR 2010»
15 years 15 days ago
Online Learning in Opportunistic Spectrum Access: A Restless Bandit Approach
We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activ...
Cem Tekin, Mingyan Liu
KI
2010
Springer
15 years 11 days ago
Differential Dynamic Logics
Hybrid systems are models for complex physical systems and are defined as dynamical systems with interacting discrete transitions and continuous evolutions along differential equa...
André Platzer
MEDES
2010
ACM
15 years 11 days ago
Brazilian public software: beyond sharing
This work presents a case of an innovative Brazilian experience of use of free software in public administration as an emergent ecosystem, and the attempt to establish a quality f...
A. M. Alves, Marcelo Schneck de Paula Pessôa
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