نتایج جستجو برای: priced absorbents

تعداد نتایج: 2794  

Journal: :Logical Methods in Computer Science 2022

Priced timed games are two-player zero-sum played on priced automata (whose locations and transitions labeled by weights modelling the cost of spending time in a state executing an action, respectively). The goals players to minimise maximise reach target location, respectively. We consider with one clock arbitrary integer show that, for important subclass them (the so-called simple games), can...

2011
Chandramani Singh

We study optimal tolls for network congestion games where players aim to route certain amount of traffic between various source destination pairs. We consider weighted atomic users, unsplittable traffic and arbitrary nondecreasing latency functions. Users are selfish and want to follow routes that minimize their respective latencies. We focus on pure Nash equilibria. A Nash equilibrium profile ...

2009
T. Clifton Green Byoung-Hyoun Hwang Seoyoung Kim

Similarly priced stocks move together. Stocks that undergo splits experience an increase in comovement with low-priced stocks and a decrease in their comovement with highpriced stocks. Price-based comovement is not explained by economic fundamentals, firm size, or changes in liquidity or information diffusion. The shift in comovement following splits is greater for large stocks, high-priced sto...

2006
Stefan Edelkamp Shahid Jabbar

In this paper, we consider priced-timed automata based exploration for resource-optimal scheduling. Resource-optimal scheduling problems can be seen as an application of real-time model checking in priced domains. State spaces for large problems can easily go beyond the main memory capacity. In this paper, we propose the use of secondary storage devices such as harddisk to store the generated s...

2005
Joost Driessen Pascal Maenhout Grigory Vilkov

We provide evidence that the risk of changes in equity correlations is priced, using data on S&P100 options and options on all the stocks in the index. We develop a model for equity prices with priced correlation risk, which generates (i) option-implied correlations that exceed realized correlations, (ii) a zero difference between implied and realized equity variances, (iii) endogenous stochast...

2012
María Martos-Salgado Fernando Rosa-Velardo

We extend workflow Petri nets (wf-nets) with discrete prices, by associating a price to the execution of a transition and, more importantly, to the storage of tokens. We first define the soundness problem for priced wf-nets, that of deciding whether the workflow can always terminate properly, where in the priced setting “properly” also means that the execution does not cost more than a given th...

Journal: :Energy and Environmental Science 2022

We demonstrate Ni–N/C is an effective electrocatalyst for the direct conversion of captured CO 2 in monoethanol amine-based aqueous absorbents showing high faradaic efficiency (78%) and its selectivity maintained various amine solvents.

2001
Gerd Behrmann Ansgar Fehnker Thomas Hune Kim G. Larsen Paul Pettersson Judi Romijn Frits W. Vaandrager

This paper introduces the model of linearly priced timed automata as an extension of timed automata, with prices on both transitions and locations. For this model we consider the minimum-cost reachability problem: i.e. given a linearly priced timed automaton and a target state, determine the minimum cost of executions from the initial state to the target state. This problem generalizes the mini...

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