Publications scientifiques

5211 résultats — page 319 de 522

The accuracy of interior-point methods based on kernel functions
Journal of Optimization Theory and Applications, 155(2), 637–649, 2012 référence BibTeX
Pricing the Chicago board of trade t-bond futures
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Quantitative Finance, 12(11), 1663–1678, 2012 référence BibTeX
Stability and index of the meet game on a lattice
International Journal of Game Theory, 41, 775–789, 2012 référence BibTeX
An out-of-sample analysis of investment guarantees for equity-linked products
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North American Actuarial Journal, 16(2), 183–206, 2012 référence BibTeX
An experimental study on load-peak shaving in smart homes by means of online admission control
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Proceedings of the IEEE PES Innovative Smart Grid Technologies (ISGT) Europe Conference, 1–8, 2012 référence BibTeX
Theoretical framework for QoS analysis of differentiated traffic in 802.11 wireless local area networks
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IET Communications, 6(15), 2326–2334, 2012 référence BibTeX
Differentially private Kalman filtering
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2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 1618–1625, 2012 référence BibTeX
Integrating demand response into agent-based models of electricity markets
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Proc. 50th Annual Allerton Conf. on Communication, Control and Computing, Allerton, USA, 2012 référence BibTeX
Performance evaluation of reconfigurable MIMO systems in spatially correlated frequency-selective fading channels
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Proc. IEEE Vehicular Technology Conference – Fall, 2012 référence BibTeX
Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players
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SIAM Journal on Control and Optimization, 50(5), 2907–2937, 2012 référence BibTeX