The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
Abstract. We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate G...
The MasterMind game involves decoding a secret code. The classic game is a code of six possible colors in four slots. The game has been analyzed and optimal strategies have been po...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Saddle-point problems give rise to indefinite linear systems that are challenging to solve via iterative methods. This paper surveys two recent techniques for solving such problem...