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Mathematics of Program Construction ; 8th International Conference, MPC 2006, Kuressaare, Estonia, July 3-5, 2006, Proceedings
This volume contains the proceedings of the 8th International Conference on Mathematics of ProgramConstruction, MPC 2006,held at Kuressaare, Estonia, July 3-5, 2006, colocated with the 11th International Conference on Algebraic Methodology and Software Technology, AMAST 2006, July 5-8, 2006. TheMPCconferencesaimtopromotethedevelopmentofmathematicalpr- ciples and techniques that are demonstrably useful and usable in the process of constructing computer programs. Topics of interest range from algorithmics to support for program construction in programming languages and systems.
Information Retrieval Technology ; 4th Asia Infomation Retrieval Symposium, AIRS 2008, Harbin, China, January 15-18, 2008 Revised Selected Papers
This book constitutes the thoroughly refereed post-conference proceedings of the 4th Asia Information Retrieval Symposium, AIRS 2008, held in Harbin, China, in May 2008.The 39 revised full papers and 43 revised poster papers presented were carefully reviewed and selected from 144 submissions. All current issues in information retrieval are addressed: applications, systems, technologies and theoretical aspects of information retrieval in text, audio, image, video and multi-media data. The papers are organized in topical sections on IR models image retrieval.
Fuzzy multi-criteria decision making : Theory and applications with recent developments
In trying to make a satisfactory decision when imprecise and multicriteria situations are involved, a decision maker has to use a fuzzy multicriteria decision making method. Fuzzy Multi-Criteria Decision Making (MCDM) presents fuzzy multiattribute and multiobjective decision-making methodologies by distinguished MCDM researchers. In summarizing the concepts and results of the most popular fuzzy multicriteria methods, using numerical examples, this work examines all the fuzzy multicriteria methods recently developed, such as fuzzy AHP, fuzzy TOPSIS, interactive fuzzy multiobjective stochastic linear programming, fuzzy multiobjective dynamic programming, grey fuzzy multiobjective optimization, fuzzy multiobjective geometric programming, and more.
Dynamic Programming : A Computational Tool
This book provides a practical introduction to computationally solving discrete optimization problems using dynamic programming. From the unusually numerous and varied examples presented, readers should more easily be able to formulate dynamic programming solutions to their own problems of interest. We also provide and describe the design, implementation, and use of a software tool, named DP2PN2Solver, that has been used to numerically solve all of the problems presented earlier in the book. This computational tool can be used by students to solve academic problems if this book is used in coursework, and by practitioners to solve many real-world problems if the state space is not too large.
Dynamic Asset Allocation with Forwards and Futures
DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets, and what major theoretical and practical differences distinguish futures from forward contracts. The book proposes an approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework. The main ingredients that are used are the assumed absence of frictions and arbitrage opportunities in financial and real markets, the uniqueness of the economic general equilibrium, when such an equilibrium is required and the tools of continuous time finance, namely martingale theory and stochastic dynamic programming. The scope of DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is essentially theoretical, with emphasis on economic meaning and financial interpretation. Regarding investment and/or hedging, focus is on optimal strategies rather than on actual practice. Simulations, however, are performed when important insights can be delivered as to the practical relevance of some theoretical results. Also, optimal strategies using futures are shown to differ markedly from those using forwards. The following issues are examined: pure hedging, investment and hedging in complete or incomplete markets, currency risk, optimal spreading, presence of stochastic dividend or convenience yields, pricing of non-redundant futures or forwards by means of general equilibrium analysis, and revisiting of existing Capital Asset Pricing Models.
Controlled Markov Processes and Viscosity Solutions
This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. It approachs stochastic control problems by the method of dynamic programming. The fundamental equation of dynamic programming is a nonlinear evolution equation for the value function. For controlled Markov diffusion processes, this becomes a nonlinear partial differential equation of second order, called a Hamilton-Jacobi-Bellman (HJB) equation. Typically, the value function is not smooth enough to satisfy the HJB equation in a classical sense. Viscosity solutions provide framework in which to study HJB equations, and to prove continuous dependence of solutions on problem data. The theory is illustrated by applications from engineering, management science, and financial economics.
Combinatorics, Algorithms, Probabilistic and Experimental Methodologies ; 1st International Symposium, ESCAPE 2007, Hangzhou, China, April 7-9, 2007, Revised Selected Papers
This book address practical large data processing problems with different, and eventually converging, methodologies from major important disciplines such as computer science, combinatorics, and statistics. The symposium provides an interdisciplinary forum for researchers across their discipline boundaries to exchange their approaches, to search for ideas, methodologies, and tool boxes, to find better, faster and more accurate solutions thus fostering innovative ideas as well as to develop research agenda of common interest.
Combinatorial pattern matching ; Vol.4009) ; 17th Annual Symposium, CPM 2006, Barcelona, Spain, July 5-7, 2006, Proceedings
The book presents 33 revised full papers together with 3 invited talks, organized in topical sections on data structures, indexing data structures, probabilistic and algebraic techniques, applications in molecular biology, string matching, data compression, and dynamic programming
Combinatorial pattern matching ; 18th Annual Symposium, CPM 2007, London, Canada, July 9-11, 2007, Proceedings
This book presented original research contri- tions on computational pattern matching and analysis, data compression and compressed text processing, sufix arrays and trees, and computational biology. Combinatorial Pattern Matching addresses issues of searching and matching strings and more complicated patterns such as trees, regular expressions, graphs, point sets, and arrays.The goal is to derive non-trivial combinatorial properties of such structures and to exploit these properties in order to either achieve superior performance for the corresponding computational problems or pinpoint conditions under which searches cannot be performed eficiently.
Mathematical Control Theory : An Introduction
Mathematical Control Theory: An Introduction presents, in a mathematically precise manner, a unified introduction to deterministic control theory. With the exception of a few more advanced concepts required for the final part of the book, the presentation requires only a knowledge of basic facts from linear algebra, differential equations, and calculus. In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using topological methods, realization theory for nonlinear systems, impulsive control and positive systems, the control of rigid bodies, the stabilization of infinite dimensional systems, and the solution of minimum energy problems.
Markov Decision Processes with Their Applications
Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters.
Autonomous vehicles technological trends
The automotive industry has always been synonymous with research and innovation, but nowadays the industry is adding pressure and is establishing the agenda of the researchers from the field. Visions have been provided, and the hardware and the software exist; the only question remaining is: “who is going to deliver”? To answer this question, we encouraged scientists, researchers, industry specialists, and academics to share their vision of autonomous vehicles. What will the platform look like? What kind of hardware and software is most suitable? Who will make the connection between these two interdependent environments (and how), so that in the end the AI will define the process? These are the pressing issues of the current moment, and this Special Issue will help all those interested in the topic to promote their vision and ideas.
Articulated motion and deformable objects ; 5th International Conference, AMDO 2008, Port d’Andratx, Mallorca, Spain, July 9-11, 2008. Proceedings
This book constitutes the refereed proceedings of the 5th International Conference on Articulated Motion and Deformable Objects, AMDO 2008, held in Port d'Andratx, Mallorca, Spain, in July 2008.
Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusionsThe types of control problems covered include classical stochastic control, optimal stopping, impulse control and singular control. Both the dynamic programming method and the maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi Bellman equation and/or (quasi-)variational inequalities are formulated. There are also chapters on the viscosity solution formulation and numerical methods.The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it.The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations.
Algorithms - ESA 2008 ; 16th Annual European Symposium, Karlsruhe, Germany, September 15-17, 2008. Proceedings
This book constitutes the refereed proceedings of the 16th Annual European Symposium on Algorithms, ESA 2008, held in Karlsruhe, Germany, in September 2008 in the context of the combined conference ALGO 2008.
Adaptive dynamic programming for chemotherapy drug delivery
Focuses on the practical application of Adaptive Dynamic Programming (ADP) in chemotherapy drug delivery, taking into account clinical variables and real-time data. ADP's ability to adapt to changing conditions and make optimal decisions in complex and uncertain situations makes it a valuable tool in addressing pressing challenges in healthcare and other fields. As optimization technology evolves, we can expect to see even more sophisticated and powerful solutions emerge.
