Floyd B. Hanson

Publication Activity (10 Years)

Years Active: 1988-2007
Publications (10 Years): 0

Publications

Floyd B. Hanson, Guoqing Yan
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models. ACC (2007)
Siddhartha P. Chakrabarty, Floyd B. Hanson
Cancer Drug Delivery in Three Dimensions For a Distributed Parameter Control Model Using Finite Elements. CDC (2006)
Guoqing Yan, Floyd B. Hanson
Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes. ACC (2006)
Siddhartha P. Chakrabarty, Floyd B. Hanson
Optimal control of drug delivery to brain tumors for a distributed parameters model. ACC (2005)
Siddhartha P. Chakrabarty, Floyd B. Hanson
Optimal control of drug delivery to brain tumors for a test of PDE driven models using the Galerkin finite element method. CDC/ECC (2005)
Zongwu Zhu, Floyd B. Hanson
A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model. CDC/ECC (2005)
Floyd B. Hanson, Zongwu Zhu
Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation. CDC (2004)
Floyd B. Hanson, John J. Westman
Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods. IEEE Trans. Autom. Control. 49 (3) (2004)
Floyd B. Hanson
Local supercomputing training in the computational sciences using remote national centers. Future Gener. Comput. Syst. 19 (8) (2003)
Floyd B. Hanson, John J. Westman
Jump-diffusion stock-return model with weighted fitting of time-dependent parameters. ACC (2003)
Floyd B. Hanson
Computational stochastic control: basic foundations, complexity and techniques. CDC (2003)
Floyd B. Hanson, John J. Westman
Portfolio optimization with jump-diffusions: estimation of time-dependent parameters and application. CDC (2002)
Floyd B. Hanson, John J. Westman
Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps. ACC (2002)
Floyd B. Hanson, John J. Westman
Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps. ACC (2002)
John J. Westman, El Kébir Boukas, Floyd B. Hanson
Stochastic production systems: production and maintenance scheduling with finite buffers. CDC (2001)
Floyd B. Hanson, John L. Westman
Optimal consumption and portfolio policies for important jump events: modeling and computational considerations. ACC (2001)
John J. Westman, Floyd B. Hanson
MMS production scheduling subject to strikes in random environments. ACC (2000)
Floyd B. Hanson, C. J. Pratico, M. S. Vetter, H. H. Xu
Multidimensional Visualization Applied to Renewable Resource Management. PPSC (1993)
Floyd B. Hanson, Jing-Dong Mei, Charles Tier, Huihuang Xu
PDAC: A Data Parallel Algorithm for the Performance Analysis of Closed Queueing Networks. Parallel Comput. 19 (12) (1993)
C. J. Practico, Floyd B. Hanson, H. H. Xu, D. J. Jarvis, M. S. Vetter
Visualization for the Management of Renewable Resources in an Uncertain Environment. SC (1992)
H. H. Xu, Floyd B. Hanson, Siu Leung Chung
Optimal Data Parallel Methods for Stochastic Dynamical Programming. ICPP (3) (1991)
Floyd B. Hanson, Danny C. Sorensen
The SCHEDULE Parallel Programming Package with Recycling Job Queues and Iterated Dependency Graphs. Concurr. Pract. Exp. 2 (1) (1990)
Floyd B. Hanson
A real introduction to supercomputing: a user training course. SC (1990)
Siu Leung Chung, Floyd B. Hanson
Parallel Optimizations for Computational Stochastic Dynamic Programming. ICPP (3) (1990)
Floyd B. Hanson, Tom Moher, N. Sabelli, Ann Solem
A training program for scientific supercomputing users. SC (1988)