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Control of large 1D networks of double integrator agents: role of heterogeneity and asymmetry on stability margin
Control large 1D networks double integrator agents role heterogeneity asymmetry on stability margin
2010/11/10
We consider the distributed control of a network of heterogeneous agents with double integrator dynamics to maintain a rigid formation in 1D Euclidean space. The control signal at a vehicle is allowed...
Information Asymmetry in Pricing of Credit Derivatives
asymmetric information enlargement of filtrations default threshold risk neutral probability measures pricing of credit derivatives
2010/4/27
We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the...
An Inequality for the Asymmetry of Distributions and a Berry-Esseen Theorem for Random Summation
Random number of i.i.d. random variables Central limit theorem for random sums Asymmetry of distributions Berry-Esseen theorem for random sums
2008/7/2
An Inequality for the Asymmetry of Distributions and a Berry-Esseen Theorem for Random Summation.