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...
We address performance issues associated with simulationbased algorithms for optimizing Markov reward processes. Specifically, we are concerned with algorithms that exploit the re...
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...
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...