Floyd B. Hanson

According to our database, Floyd B. Hanson authored at least 26 papers between 1988 and 2007.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2007

American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models.

Floyd B. Hanson, Guoqing Yan

Proceedings of the American Control Conference, 2007

Applied stochastic processes and control for jump-diffusions - modeling, analysis, and computation.

Floyd B. Hanson

Advances in design and control 13, SIAM, ISBN: 978-0-89871-633-7, 2007

2006

Cancer Drug Delivery in Three Dimensions For a Distributed Parameter Control Model Using Finite Elements.

Siddhartha P. Chakrabarty, Floyd B. Hanson

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes.

Guoqing Yan, Floyd B. Hanson

Proceedings of the American Control Conference, 2006

2005

A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model.

Zongwu Zhu, Floyd B. Hanson

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Optimal control of drug delivery to brain tumors for a test of PDE driven models using the Galerkin finite element method.

Siddhartha P. Chakrabarty, Floyd B. Hanson

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Optimal control of drug delivery to brain tumors for a distributed parameters model.

Siddhartha P. Chakrabarty, Floyd B. Hanson

Proceedings of the American Control Conference, 2005

2004

Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods.

Floyd B. Hanson, John J. Westman

IEEE Trans. Autom. Control., 2004

Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation.

Floyd B. Hanson, Zongwu Zhu

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Local supercomputing training in the computational sciences using remote national centers.

Floyd B. Hanson

Future Gener. Comput. Syst., 2003

Computational stochastic control: basic foundations, complexity and techniques.

Floyd B. Hanson

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Jump-diffusion stock-return model with weighted fitting of time-dependent parameters.

Floyd B. Hanson, John J. Westman

Proceedings of the American Control Conference, 2003

2002

Portfolio optimization with jump-diffusions: estimation of time-dependent parameters and application.

Floyd B. Hanson, John J. Westman

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps.

Floyd B. Hanson, John J. Westman

Proceedings of the American Control Conference, 2002

2001

Stochastic production systems: production and maintenance scheduling with finite buffers.

John J. Westman, El Kébir Boukas, Floyd B. Hanson

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Optimal production scheduling for manufacturing systems with preventive maintenance in an uncertain environment.

John J. Westman, Floyd B. Hanson, E. K. Boukas

Proceedings of the American Control Conference, 2001

Optimal consumption and portfolio policies for important jump events: modeling and computational considerations.

Floyd B. Hanson, John L. Westman

Proceedings of the American Control Conference, 2001

2000

MMS production scheduling subject to strikes in random environments.

John J. Westman, Floyd B. Hanson

Proceedings of the American Control Conference, 2000

1993

PDAC: A Data Parallel Algorithm for the Performance Analysis of Closed Queueing Networks.

Floyd B. Hanson, Jing-Dong Mei, Charles Tier, Huihuang Xu

Parallel Comput., 1993

Multidimensional Visualization Applied to Renewable Resource Management.

Floyd B. Hanson, Christopher J. Pratico, Michael S. Vetter, Huihuang Xu

Proceedings of the Sixth SIAM Conference on Parallel Processing for Scientific Computing, 1993

1992

Visualization for the Management of Renewable Resources in an Uncertain Environment.

C. J. Practico, Floyd B. Hanson, Huihuang Xu, D. J. Jarvis, Michael S. Vetter

Proceedings of the Proceedings Supercomputing '92, 1992

1991

Optimal Data Parallel Methods for Stochastic Dynamical Programming.

Huihuang Xu, Floyd B. Hanson, Siu Leung Chung

Proceedings of the International Conference on Parallel Processing, 1991

1990

The SCHEDULE Parallel Programming Package with Recycling Job Queues and Iterated Dependency Graphs.

Floyd B. Hanson, Danny C. Sorensen

Concurr. Pract. Exp., 1990

A real introduction to supercomputing: a user training course.

Floyd B. Hanson

Proceedings of the Proceedings Supercomputing '90, New York, NY, USA, November 12-16, 1990, 1990

Parallel Optimizations for Computational Stochastic Dynamic Programming.

Siu Leung Chung, Floyd B. Hanson

Proceedings of the 1990 International Conference on Parallel Processing, 1990

1988

A training program for scientific supercomputing users.

Floyd B. Hanson, Tom Moher, N. Sabelli, Ann Solem

Proceedings of the Proceedings Supercomputing '88, Orlando, FL, USA, November 12-17, 1988, 1988