A Dynamic Time Scale Approach for On-line Measurement-Based Capacity Allocation

a benchmarking approach to optimal asset allocation for insurers and pension funds

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

A PRACTICAL APPROACH TO REAL-TIME DYNAMIC BACKGROUND GENERATION BASED ON A TEMPORAL MEDIAN FILTER

In many computer vision applications, segmenting and extraction of moving objects in video sequences is an essential task. Background subtraction, by which each input image is subtracted from the reference image, has often been used for this purpose. In this paper, we offer a novel background-subtraction technique for real-time dynamic background generation using color images that are taken fro...

A Scenario Aggregation - Based Approach for Determining a Robust Airline Fleet Composition for Dynamic Capacity Allocation

Strategic airline fleet planning is one of the major issues addressed through newly initiated decision support systems, designed to assist airlines and aircraft manufacturers in assessing the benefits of the emerging concept of dynamic capacity allocation. We present background research connected with such a system, which aims to explicitly account for the stochastic nature of passenger demand ...

On-line Dynamic Bandwidth Allocation

Network multimedia applications require certain performance guarantees that can be provided through proper resource allocation. Allocation techniques are needed to provide these guarantees as efficiently as possible since resources are limited. This paper presents an allocation method called Dynamic Search Algorithm (DSA+). DSA+ is an on-line algorithm that dynamically adjusts the resource allo...

Dynamic Stochastic Capacity Pricing for Resource Allocation