2012 Overview 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 extrapolation, single level, multilevel. Read more | Download Document Thesis A. Haji-Ali, “Pedestrian Flow in the Mean-field Limit”, Master Thesis, KAUST, November 2012. Keywords: Crowd modeling, Mean-Field, Helbing, Pedestrian, Particle MLMC Read more | Download Document Thesis 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. Read more | Website | Download Document Book Chapters 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. Read more | Website | Download Document Conference Proceedings H. Tembine, R. Tempone, and P. Vilanova. Mean-field learning: a survey. CoRR, abs/1210.4657, 2012. Keywords: Mean-field learning Read more | Website | Download Document Manuscripts 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 Read more | Website | Download Document Refereed Journals Ahmed Farhan Hanif, Hamidou Tembine, Mohamad Assaad, Djamal Zeghlache, Cloud 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 Read more | Website 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 Read more | Website 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 Read more | Website 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 Read more | Website Books 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 Read more | Download Document Book Chapters 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 Read more | Website Refereed Journals
