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Stochastic Numerics Research Group
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2012

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  2. Publications
  • Clear filters
Random matrix games in wireless networks
Year: 2012
Authors: M. Khan, H. Tembine
  • random marix games,
  • robust games
  • CODIPAS learning
Distributed Strategic Learning for Wireless Engineers
Year: 2012
Authors: H. Tembine
  • Distributed Strategic Learning
  • Sparse Learning
  • Speedup
  • Time-Scaling
  • Combined Learning
  • CODIPAS
On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
Year: 2012
Authors: Joakim Beck, Raul Tempone, Fabio Nobile, Lorenzo Tamellini
  • Uncertainty Quantification
  • PDEs with random data
  • elliptic equations
  • multi- variate polynomial approximation
  • best M-terms polynomial approximation
  • Stochastic Galerkin methods
  • Smolyak approximation
  • Sparse grids
  • Stochastic collocation methods
Adaptive multilevel Monte Carlo simulation
Year: 2012
Authors: Håkon Hoel, Erik Von Schwerin, Anders Szepessy, Raul Tempone
  • Computational finance
  • Monte Carlo
  • multilevel
  • adaptivity
  • Weak approximation
  • error control
  • Euler–Maruyama method
  • A posteriori error estimates
  • backward dual functions
  • Adjoints
Mean field learning: a survey
Year: 2012
Authors: H. Tembine, R. Tempone, P. Vilanova
  • Mean field learning
Mean field games for cognitive radio networks
Year: 2012
Authors: H. Tembine, R. Tempone, P. Vilanova
  • Mean field games
  • cognitive radio networks.
Game Dynamics and Cost of Learning in Heterogeneous 4G Networks
Year: 2012
Authors: M. Khan, H. Tembine, A. Vasilakos
  • Game Dynamics
  • Cost of Learning
  • Heterogeneous Networks
Adaptive Monte Carlo Euler Method For Options With Low Regularity Payoffs
Year: 2012
Authors: Nadhir Ben Rached
  • Adaptive Monte Carlo
  • Euler
  • low regularity
  • smoothing
  • low pass filter
  • Richardson ex- trapolation
  • single level
  • multilevel
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