1 citations · 2 across the 5 of their papers we have counts for
5 papers
Convex duality for stochastic shortest path problems in known and unknown environments
Kelli Francis-Staite
This paper studies Stochastic Shortest Path (SSP) problems in known and unknown environments from the perspective of convex optimisation. It first recalls results in the known para…
Analysis of sojourn time distributions for semi-Markov models
Kelli Francis-Staite, Langford White
This report aims to characterise certain sojourn time distributions that naturally arise from semi-Markov models. To this end, it describes a family of discrete distributions that…
Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management
Kelli Francis-Staite
This paper describes multi-portfolio `internal' rebalancing processes used in the finance industry. Instead of trading with the market to `externally' rebalance, these internal pro…
-algebraic geometry with corners
Kelli Francis-Staite, Dominic Joyce
If is a manifold then the set of smooth functions is a -ring, a rich algebraic structure with many operations. -schemes are…
Conformal properties of indefinite bi-invariant metrics
Kelli Francis-Staite, Thomas Leistner
An indecomposable Lie group with Riemannian bi-invariant metric is always simple and hence Einstein. For indefinite metrics this is no longer true, not even for simple Lie groups.…