Sciweavers

586 search results - page 32 / 118
» Algorithms for Multi-product Pricing
Sort
View
IOR
2006
93views more  IOR 2006»
13 years 7 months ago
A Branch-and-Price Algorithm for the Multilevel Generalized Assignment Problem
The multilevel generalized assignment problem (MGAP) is a variation of the generalized assignment problem, in which agents can execute tasks at different efficiency levels with di...
Alberto Ceselli, Giovanni Righini
WSC
2001
13 years 9 months ago
On improving the performance of simulation-based algorithms for average reward processes with application to network pricing
We address performance issues associated with simulationbased algorithms for optimizing Markov reward processes. Specifically, we are concerned with algorithms that exploit the re...
Enrique Campos-Náñez, Stephen D. Pat...
KES
2005
Springer
14 years 1 months ago
Towards Adaptive Clustering in Self-monitoring Multi-agent Networks
A Decentralised Adaptive Clustering (DAC) algorithm for self-monitoring impact sensing networks is presented within the context of CSIRO-NASA Ageless Aerospace Vehicle project. DAC...
Piraveenan Mahendra rajah, Mikhail Prokopenko, Pet...
FS
2006
123views more  FS 2006»
13 years 7 months ago
American Parisian options
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Marc Chesney, Laurent Gauthier
ATMOS
2007
13 years 9 months ago
Robust Algorithms and Price of Robustness in Shunting Problems
Serafino Cicerone, Gianlorenzo D'Angelo, Gabriele ...