354 search results - page 39 / 71 » Approximate Option Pricing |
APPROX
2008
Springer
13 years 9 months ago
2008
Springer
We consider the variant of the minimum vertex cover problem in which we require that the cover induces a connected subgraph. We give new approximation results for this problem in d...
SGP
2007
13 years 10 months ago
2007
In this paper we present a high-fidelity surface approximation technique that aims at a faithful reconstruction of piecewise-smooth surfaces from a scattered point set. The presen...
ICCS
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. Interpolating scattered data points is a problem of wide ranging interest. One of the most popular interpolation methods in geostatistics is ordinary kriging. The price f...
CORR
2011
Springer
13 years 2 months ago
2011
Springer
Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by para...
JAIR
2000
13 years 7 months ago
2000
Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in whic...