Search results for "MARK"
showing 10 items of 10630 documents
Evaluation Framework for Analyzing the Applicability of Criteria Lists for the Selection of Requirements Management Tools Supporting Distributed Coll…
2016
Effective requirements management and enabling tools are critical for successfully developing and maintaining services and products. The identification and selection of an appropriate requirements management tool can be a costly, time-consuming, and error-prone undertaking especially in the context of software product line requirements management, requiring the tools to support both product and platform development activities that often involve geographically distributed, collaborating, and competing stakeholders. Criteria lists have been developed to facilitate the selection. This research (1) creates an evaluation framework to review the applicability of the lists for the selection of req…
Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension
2016
We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd-averse.” Motivations for this model are analyzed and discussed in three main contexts: a stock market application, a production engineering example, and a dynamic demand management problem in power systems. For th…
New results on stability analysis and stabilization of time-delay continuous Markovian jump systems with partially known rates matrix
2015
Summary In this note, the problems of stability analysis and controller synthesis of Markovian jump systems with time-varying delay and partially known transition rates are investigated via an input–output approach. First, the system under consideration is transformed into an interconnected system, and new results on stochastic scaled small-gain condition for stochastic interconnected systems are established, which are crucial for the problems considered in this paper. Based on the system transformation and the stochastic scaled small-gain theorem, stochastic stability of the original system is examined via the stochastic version of the bounded realness of the transformed forward system. Th…
New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates
2015
This paper investigates the delay-dependent stability problem for neutral Markovian jump systems with generally unknown transition rates GUTRs. In this neutral GUTR model, each transition rate is completely unknown or only its estimate value is known. Based on the study of expectations of the stochastic cross-terms containing the integral, a new stability criterion is derived in terms of linear matrix inequalities. In the mathematical derivation process, bounding stochastic cross-terms, model transformation and free-weighting matrix are not employed for less conservatism. Finally, an example is provided to demonstrate the effectiveness of the proposed results.
Pricing Sovereign Contingent Convertible Debt
2016
We develop a pricing model for sovereign contingent convertible bonds (S-CoCo) with payment standstills triggered by a sovereign's credit default swap CDS spread. One innovation is the modeling of CDS spread regime switching which is prevalent during crises. Regime switching is modeled as a hidden Markov process and is integrated with a stochastic process of spread levels to obtain S-CoCo prices through simulation. The paper goes a step further and uses the pricing model in a Longstaff-Schwartz. American option pricing framework to compute state contingent S-CoCo prices at some risk horizon, thus facilitating risk management. Dual trigger pricing is also discussed using the idiosyncratic CD…
Stabilized branch-and-price algorithms for vector packing problems
2018
Abstract This paper considers packing and cutting problems in which a packing/cutting pattern is constrained independently in two or more dimensions. Examples are restrictions with respect to weight, length, and value. We present branch-and-price algorithms to solve these vector packing problems (VPPs) exactly. The underlying column-generation procedure uses an extended master program that is stabilized by (deep) dual-optimal inequalities. While some inequalities are added to the master program right from the beginning (static version), other violated dual-optimal inequalities are added dynamically. The column-generation subproblem is a multidimensional knapsack problem, either binary, boun…
The Challenge of Coexistence in Socially Vulnerable Schools
2017
Abstract Society in general and schools in particular continue to express their concerns with regard to the many challenges posed nowadays by living in a globalized world, where learning to coexist involves knowing oneself and those around us. Therefore, the professionals from the education sector and specially from the most vulnerable contexts demand the necessity to know strategies and initiatives which enable them to build a democratic school, where learning to coexist is the key to educate engaged citizens living in an increasingly intercultural, changing world. The study presented here has been conducted in two differentiated, but complementary, phases. During the first phase a documen…
Watermarking for ontologies
2011
In this paper, we study watermarking methods to prove the ownership of an ontology. Different from existing approaches, we propose to watermark not by altering existing statements, but by removing them. Thereby, our approach does not introduce false statements into the ontology. We show how ownership of ontologies can be established with provably tight probability bounds, even if only parts of the ontology are being re-used. We finally demonstrate the viability of our approach on real-world ontologies.
Sustainable growth and environmental catastrophes
2017
Abstract In the standard AK growth model we introduce the threat of an ecological catastrophe and study the consequences for the economic variables in the long-run. We extend the basic framework by considering two environmental externalities: the first one is local and gives account of the marginal damage from emissions flow; the second one is aggregate, or global, and relates to the extreme damage which may happen if the accumulated stock of pollutants is on the threshold of a worldwide catastrophe. In this context dominated by market failures, we focus on the socially optimal solution and the search of conditions for sustainability. We identify the efficient balanced growth path, which ma…
La performance hospitalière : à la recherche d'un modèle multidimensionnel cohérent
2009
Cet article a pour ambition de proposer un modele multidimensionnel coherent de la performance hospitaliere. En effet, le secteur hospitalier doit repondre a une performance globale et multidimensionnelle (qualite et securite des soins, utilisation optimale des ressources, productivite, satisfaction du patient, etc.). En France, aucun modele integrant les differentes dimensions de la performance hospitaliere n’a pour l’instant ete instaure alors que l’hopital public est au centre d’enjeux essentiels pour son avenir. Pour construire ce modele, nous nous appuierons d’une part sur une comparaison des systemes hospitaliers de trois pays anglo-saxons et d’autre part, sur une revue des cadres con…