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This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is(More)
We propose a verification solution based on characteristic set of Wu's method towards SystemVerilog assertion checking over digital circuit systems. We define a suitable subset of SVAs so that an efficient polynomial modeling mechanism for both circuit descriptions and assertions can be applied. We present an algorithm framework based on the algebraic(More)
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