Publications

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Total result(s) found: 12
  • Nadhir Ben Rached, "Adaptive Monte Carlo Euler Method For Options With Low Regularity Payoffs", Graduation Project Report, Tunisia Polytechnic School,  Hosting Institution: KAUST, June 2012
Keywords:
Adaptive Monte Carlo, Euler, low regularity, smoothing, low pass filter, Richardson ex- trapolation, single level, multilevel.
  • A. Haji-Ali​, “Pedestrian Flow in the Mean-field Limit”, Master Thesis, KAUST, November 2012.
Keywords:
Crowd modeling, Mean-Field, Helbing, Pedestrian, Particle MLMC
  • H. Tembine, P. Vilanova, and M. Debbah. Noisy mean field game model for malware propagation in opportunistic networks. In Rahul Jain and Rajgopal Kannan, editors, Game Theory for Networks, volume 75 of Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, pages 459-474. Springer Berlin Heidelberg, 2012. ​

Keywords:
Mean field games, opportunistic networks.
  • H. Tembine, R. Tempone, and P. Vilanova. Mean field games for cognitive radio networks. In American Control Conference (ACC), 2012, pages 6388 -6393, 2012.​

Keywords:
Mean field games, cognitive radio networks.
Conference Proceedings
  • H. Tembine, R. Tempone, and P. Vilanova. Mean field learning: a survey. CoRR, abs/1210.4657, 2012.​

Keywords:
Mean field learning
  • Khan, M.A. , Tembine, H., Vasilakos, A.V., Evolutionary coalitional games: design and challenges in wireless networks, IEEE  Wireless Communications,  April 2012, Volume: 19, Issue: 2 , Page(s): 50 – 56

Keywords:
evolutionary coalitional games, distributed strategic learning, global optima, fair solution, CODIPAS learning
Refereed Journals
  • Ahmed Farhan Hanif, Hamidou Tembine, Mohamad Assaad, Djamal ZeghlacheCloud Networking Mean Field Games, IEEE 1st International Conference on Cloud Networking (CLOUDNET), pp. 46-50, 2012​​​
Keywords:
cloud networks, mean field games, mean field learning, capacity sharing
Conference Proceedings
  • M. Khan, Hamidou Tembine, Random matrix games in wireless networks, IEEE Global High Tech Congress on Electronics (GHTCE),  18-20 Nov. 2012​
Keywords:
random marix games, robust games, CODIPAS learning
Conference Proceedings
  • ​M. Khan, H. Tembine, A. Vasilakos, Game Dynamics and Cost of Learning in Heterogeneous 4G Networks, JSAC, IEEE Journal on Selected Areas in Communications, Vol. 30, Issue 1, pp. 198-213, 2012
Keywords:
Game Dynamics, Cost of Learning, Heterogeneous Networks
Refereed Journals
  • H. Tembine, Distributed Strategic Learning for Wireless Engineers, CRC Press, Taylor & Francis, 496 pages, May 2012, ISBN 978-1439876374
Keywords:
Distributed Strategic Learning, Speedup, Sparse Learning, Time-Scaling, Combined Learning, CODIPAS
  • Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl "Adaptive multilevel Monte Carlo simulation." Numerical analysis of multiscale computations, 217–234, Lect. Notes Comput. Sci. Eng., 82, Springer, Heidelberg, 2012.
Keywords:
Computational finance, Monte Carlo, multilevel, adaptivity, weak approximation, error control, Euler–Maruyama method, a posteriori error estimates, backward dual functions, adjoints
  • Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo "On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods." Math. Models Methods Appl. Sci. 22 (2012), no. 9, 1250023, 33 pp.

Keywords:
Uncertainty quantification; PDEs with random data; elliptic equations; multivariate polynomial approximation; best M-terms polynomial approximation; stochastic Galerkin methods; Smolyak approximation; sparse grids; stochastic collocation methods
Refereed Journals