Floyd B. Hanson

27 papers A 3C 9Journal 4Unranked 10
YearRankTypeTitle / Venue / Authors
2007 C conf
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models.
ACC
Floyd B. Hanson, Guoqing Yan
2007 — book
Applied stochastic processes and control for jump-diffusions - modeling, analysis, and computation.
Floyd B. Hanson
2006 — conf
Cancer Drug Delivery in Three Dimensions For a Distributed Parameter Control Model Using Finite Elements.
CDC
Siddhartha P. Chakrabarty, Floyd B. Hanson
2006 C conf
Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes.
ACC
Guoqing Yan, Floyd B. Hanson
2005 — conf
A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model.
CDC/ECC
Zongwu Zhu, Floyd B. Hanson
2005 C conf
Optimal control of drug delivery to brain tumors for a distributed parameters model.
ACC
Siddhartha P. Chakrabarty, Floyd B. Hanson
2005 — conf
Optimal control of drug delivery to brain tumors for a test of PDE driven models using the Galerkin finite element method.
CDC/ECC
Siddhartha P. Chakrabarty, Floyd B. Hanson
2004 — conf
Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation.
CDC
Floyd B. Hanson, Zongwu Zhu
2004 J jnl
Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods.
IEEE Trans. Autom. Control.
Floyd B. Hanson, John J. Westman
2003 — conf
Computational stochastic control: basic foundations, complexity and techniques.
CDC
Floyd B. Hanson
2003 C conf
Jump-diffusion stock-return model with weighted fitting of time-dependent parameters.
ACC
Floyd B. Hanson, John J. Westman
2003 J jnl
Local supercomputing training in the computational sciences using remote national centers.
Future Gener. Comput. Syst.
Floyd B. Hanson
2002 C conf
Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps.
ACC
Floyd B. Hanson, John J. Westman
2002 C conf
Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps.
ACC
Floyd B. Hanson, John J. Westman
2002 — conf
Portfolio optimization with jump-diffusions: estimation of time-dependent parameters and application.
CDC
Floyd B. Hanson, John J. Westman
2001 C conf
Optimal consumption and portfolio policies for important jump events: modeling and computational considerations.
ACC
Floyd B. Hanson, John L. Westman
2001 C conf
Optimal production scheduling for manufacturing systems with preventive maintenance in an uncertain environment.
ACC
John J. Westman, Floyd B. Hanson, E. K. Boukas
2001 — conf
Stochastic production systems: production and maintenance scheduling with finite buffers.
CDC
John J. Westman, El Kébir Boukas, Floyd B. Hanson
2000 C conf
MMS production scheduling subject to strikes in random environments.
ACC
John J. Westman, Floyd B. Hanson
1993 — conf
Multidimensional Visualization Applied to Renewable Resource Management.
PPSC
Floyd B. Hanson, Christopher J. Pratico, Michael S. Vetter, Huihuang Xu
1993 J jnl
PDAC: A Data Parallel Algorithm for the Performance Analysis of Closed Queueing Networks.
Parallel Comput.
Floyd B. Hanson, Jing-Dong Mei, Charles Tier, Huihuang Xu
1992 A conf
Visualization for the Management of Renewable Resources in an Uncertain Environment.
SC
C. J. Practico, Floyd B. Hanson, Huihuang Xu, D. J. Jarvis, Michael S. Vetter
1991 — conf
Optimal Data Parallel Methods for Stochastic Dynamical Programming.
ICPP (3)
Huihuang Xu, Floyd B. Hanson, Siu Leung Chung
1990 A conf
A real introduction to supercomputing: a user training course.
SC
Floyd B. Hanson
1990 — conf
Parallel Optimizations for Computational Stochastic Dynamic Programming.
ICPP (3)
Siu Leung Chung, Floyd B. Hanson
1990 J jnl
The SCHEDULE Parallel Programming Package with Recycling Job Queues and Iterated Dependency Graphs.
Concurr. Pract. Exp.
Floyd B. Hanson, Danny C. Sorensen
1988 A conf
A training program for scientific supercomputing users.
SC
Floyd B. Hanson, Tom Moher, N. Sabelli, Ann Solem