Stochastic processes

Results: 2145



#Item
381Markov processes / Biology / Probability and statistics / Multi-agent systems / Ant colony optimization algorithms / Stochastic optimization / Swarm intelligence / Replicator equation / Markov chain / Markov models / Evolutionary dynamics / Statistics

Evolutionary Dynamics of Ant Colony Optimization Haitham Bou Ammar, Karl Tuyls, and Michael Kaisers Maastricht University, P.O. Box 616, 6200 MD Maastricht, The Netherlands Abstract. Swarm intelligence has been successfu

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Source URL: michaelkaisers.com

Language: English - Date: 2012-07-11 11:42:15
382Stochastic processes / Equations / Mathematical finance / Semimartingale / Doléans-Dade exponential / Exponential utility / Martingale / No free lunch with vanishing risk / Isoelastic utility / Statistics / Utility / Martingale theory

Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010.

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:27:12
383Measure theory / Probability theory / Martingale theory / Semimartingale / Adapted process / Absolute continuity / Conditional expectation / Probability space / Measurable function / Mathematical analysis / Statistics / Stochastic processes

Measurability of Semimartingale Characteristics with Respect to the Probability Law Ariel Neufeld∗ Marcel Nutz†

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Source URL: www.math.columbia.edu

Language: English - Date: 2014-07-07 07:45:46
384Probability theory / Martingale theory / Fourier analysis / Game theory / Martingale / Random variable / Central limit theorem / Wiener process / Quadratic variation / Statistics / Mathematical analysis / Stochastic processes

Weak Approximation of ∗ Yan Dolinsky Marcel Nutz

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:28:13
385Finance / Electronic engineering / Digital electronics / Stochastic processes / Reconfigurable computing / Xilinx / Field-programmable gate array / Parallel computing / Valuation of options / Options / Financial economics / Mathematical finance

2011 International Conference on Reconfigurable Computing and FPGAs An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbe

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Source URL: ems.eit.uni-kl.de

Language: English - Date: 2012-02-27 11:00:29
386Operations research / Stochastic processes / Dynamic programming / Queueing theory / Optimal control / Asymptotically optimal algorithm / Markov decision process / Fluid queue / Prey switching / Statistics / Mathematical sciences / Mathematical optimization

Dynamic fluid-based scheduling in a multi-class abandonment queue M. Larra˜ naga2,5 , U. Ayesta2,3,4,5 , I.M. Verloop1,5 1 CNRS, IRIT, Toulouse, France. 2

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Source URL: verloop.perso.enseeiht.fr

Language: English - Date: 2013-08-01 09:20:46
387Scheduling algorithms / Stochastic processes / Scheduling / Gittins index / M/G/1 queue / Priority queue / Pareto distribution / Queueing model / FIFO / Statistics / Queueing theory / Probability and statistics

Optimal Policy for Multi-Class Scheduling in a Single Server Queue Natalia Osipova Urtzi Ayesta

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Source URL: homepages.laas.fr

Language: English - Date: 2009-06-08 02:58:12
388Probability and statistics / Markov models / Operations research / Network performance / Queueing model / Phase-type distribution / Scheduling / M/M/1 queue / G–network / Statistics / Stochastic processes / Queueing theory

Heavy-traffic analysis of the M/PH/1 discriminatory processor sharing queue with phase-dependent weights∗ I.M. Verloopa , U. Ayestab,c , R. Núñez-Queijaa,d CWI, Amsterdam, The Netherlands BCAM - Basque Center for App

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Source URL: verloop.perso.enseeiht.fr

Language: English - Date: 2011-10-08 11:48:43
389Cross-platform software / Operations research / Queueing theory / Java platform / Java / M/M/1 queue / Scheduling / Computing / Statistics / Stochastic processes

Getting Started with CSIM for Java For Java Programmers Introduction CSIM for Java™ is a library of Java classes and routines that give Java programmers the functionality of the CSIM library for discrete event simulati

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Source URL: www.mesquite.com

Language: English - Date: 2007-12-06 09:58:39
390Poisson process / M/G/1 queue / Queueing model / Variance / M/M/1 queue / Statistics / Stochastic processes / Queueing theory

Heavy-traffic analysis of the discriminatory random-order-of-service discipline∗ U. Ayesta1,2 , A. Izagirre1,3 , I.M. Verloop1,4 1 BCAM – Basque Center for Applied Mathematics, Derio, Spain

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Source URL: homepages.laas.fr

Language: English - Date: 2012-01-01 05:04:27
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