We show that the value function of an optimal stopping game driven by a one-dimensional diffusion can be characterised using the extension of the Legendre transform introduced in [19]. It is shown that under certain integrability conditions, a Nash equilibrium of the optimal stopping game can be derived from this extension of the Legendre transform. This result is an analytical complement to th...

As power systems are operated closer to their technical limits, dynamic thermal line rating (DLR) can be used to enable additional dispatching flexibility. DLR is used to dynamically adapt the ampacity of the conductors, i.e. the maximum allowed amount of current a conductor can carry without overheating, according to the meteorological conditions. This paper proposes a probabilistic N-1 securi...

Recently, ‘determinization in hindsight’ has enjoyed surprising success in on-line probabilistic planning. This technique evaluates the actions available in the current state by using non-probabilistic planning in deterministic approximations of the original domain. Although the approach has proven itself effective in many challenging domains, it is computationally very expensive. In this paper...

Off-line model reconstruction relies on an image collection phase and a slow reconstruction phase, requiring a long time to verify a model obtained from an image sequence is acceptable. We propose a new model acquisition system, called ProFORMA, which generates a 3D model on-line as the input sequence is being collected. As the user rotates the object in front of a stationary camera, a partial ...

Latest research revealed a considerable lack of reliability within user feedback and discussed striking impacts for the assessment of adaptive web systems and content personalisation approaches, e.g. ranking errors, systematic biases to accuracy metrics as well as its natural o‚set (the magic barrier). In order to perform holistic assessments and to improve web systems, a variety of strategies ...

In this paper, we consider an interior point method for nonlinear semidefinite programming. Yamashita, Yabe and Harada presented a primal-dual interior point method in which a nondifferentiable merit function was used. By using shifted barrier KKT conditions, we propose a differentiable primal-dual merit function within the framework of the line search strategy, and prove the global convergence...

Tunneling of microwaves through a smooth barrier in a transmission line is considered. In contrast to standard wave barriers, we study the case where the dielectric permittivity is positive, and the barrier is caused by the inhomogeneous dielectric profile. It is found that reflectionless, superluminal tunneling can take place for waves with a finite spectral width. The consequences of these fi...

The low-temperature surface diffusion of isolated Cr adatoms on Au(111) has been determined using nonperturbing x rays. Changes in the x-ray magnetic circular dichroism spectral line shape together with Monte Carlo calculations demonstrate that adatom nucleation proceeds via quantum tunneling diffusion rather than over-barrier hopping for temperatures <40K. The jump rates are shown to be as muc...