Floyd B. Hanson - researchr alias

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Viewing Publication 1 - 26 from 26

2007

Applied stochastic processes and control for jump-diffusions - modeling, analysis, and computationFloyd B. Hanson. Volume 13 of Advances in design and control, SIAM, 2007.

American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion ModelsFloyd B. Hanson, Guoqing Yan. amcc 2007: 384-389 [doi]

2006

Cancer Drug Delivery in Three Dimensions For a Distributed Parameter Control Model Using Finite ElementsSiddhartha P. Chakrabarty, Floyd B. Hanson. cdc 2006: 2088-2093 [doi]

Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudesGuoqing Yan, Floyd B. Hanson. amcc 2006: 1-6 [doi]

2005

Optimal control of drug delivery to brain tumors for a test of PDE driven models using the Galerkin finite element methodSiddhartha P. Chakrabarty, Floyd B. Hanson. cdc 2005: 1613-1618 [doi]

Optimal control of drug delivery to brain tumors for a distributed parameters modelSiddhartha P. Chakrabarty, Floyd B. Hanson. amcc 2005: 973 [doi]

A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion ModelZongwu Zhu, Floyd B. Hanson. cdc 2005: 5221-5226 [doi]

2004

Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methodsFloyd B. Hanson, John J. Westman. tac, 49(3):326-337, 2004. [doi]

Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimationFloyd B. Hanson, Zongwu Zhu. cdc 2006: 3919-3924 [doi]

2003

Local supercomputing training in the computational sciences using remote national centersFloyd B. Hanson. fgcs, 19(8):1335-1347, 2003. [doi]

Jump-diffusion stock-return model with weighted fitting of time-dependent parametersFloyd B. Hanson, John J. Westman. amcc 2003: 4869-4874 [doi]

Computational stochastic control: basic foundations, complexity and techniquesFloyd B. Hanson. cdc 2003: 3024-3029 [doi]

2002

Portfolio optimization with jump-diffusions: estimation of time-dependent parameters and applicationFloyd B. Hanson, John J. Westman. cdc 2002: 377-382 [doi]

Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumpsFloyd B. Hanson, John J. Westman. amcc 2002: 4256-4261 [doi]

Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumpsFloyd B. Hanson, J. J. Westman. amcc 2002: 1573-1578 [doi]

2001

Optimal consumption and portfolio policies for important jump events: modeling and computational considerationsFloyd B. Hanson, John L. Westman. amcc 2001: 4556-4561 [doi]

Stochastic production systems: production and maintenance scheduling with finite buffersJohn J. Westman, El-Kébir Boukas, Floyd B. Hanson. cdc 2001: 2343-2348 [doi]

2000

MMS production scheduling subject to strikes in random environmentsJohn J. Westman, Floyd B. Hanson. amcc 2000: 2194-2198 [doi]

1993

Multidimensional Visualization Applied to Renewable Resource ManagementFloyd B. Hanson, C. J. Pratico, M. S. Vetter, H. H. Xu. ppsc 1993: 1033-1036

PDAC: A Data Parallel Algorithm for the Performance Analysis of Closed Queueing NetworksFloyd B. Hanson, Jing-Dong Mei, Charles Tier, Huihuang Xu. pc, 19(12):1345-1358, 1993.

1992

Visualization for the Management of Renewable Resources in an Uncertain EnvironmentC. J. Practico, Floyd B. Hanson, H. H. Xu, D. J. Jarvis, M. S. Vetter. sc 1992: 258-266

1991

Optimal Data Parallel Methods for Stochastic Dynamical ProgrammingH. H. Xu, Floyd B. Hanson, Siu Leung Chung. icpp 1991: 142-146

1990

Parallel Optimizations for Computational Stochastic Dynamic ProgrammingSiu Leung Chung, Floyd B. Hanson. icpp 1990: 254-260

The SCHEDULE Parallel Programming Package with Recycling Job Queues and Iterated Dependency GraphsFloyd B. Hanson, Danny C. Sorensen. concurrency, 2(1):33-54, 1990.

A real introduction to supercomputing: a user training courseFloyd B. Hanson. sc 1990: 376-385 [doi]

1988

A training program for scientific supercomputing usersFloyd B. Hanson, T. Moher, N. Sabelli, Ann Solem. sc 1988: 342-349 [doi]

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