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CPC
2008
74views more  CPC 2008»
13 years 7 months ago
An Analysis of the Height of Tries with Random Weights on the Edges
We analyze the weighted height of random tries built from independent strings of i.i.d. symbols on the finite alphabet {1, . . . , d}. The edges receive random weights whose distr...
Nicolas Broutin, Luc Devroye
ECCC
2010
89views more  ECCC 2010»
13 years 7 months ago
Lower bounds for designs in symmetric spaces
A design is a finite set of points in a space on which every "simple" functions averages to its global mean. Illustrative examples of simple functions are low-degree pol...
Noa Eidelstein, Alex Samorodnitsky
DISOPT
2008
81views more  DISOPT 2008»
13 years 7 months ago
Intermediate integer programming representations using value disjunctions
We introduce a general technique to create an extended formulation of a mixed-integer program. We classify the integer variables into blocks, each of which generates a finite set ...
Matthias Köppe, Quentin Louveaux, Robert Weis...
EOR
2010
120views more  EOR 2010»
13 years 7 months ago
List pricing versus dynamic pricing: Impact on the revenue risk
We consider the problem of a firm selling multiple products that consume a single resource over a finite time period. The amount of the resource is exogenously fixed. We analyze t...
Matthias Koenig, Joern Meissner
EOR
2008
70views more  EOR 2008»
13 years 7 months ago
Robust portfolio selection based on a multi-stage scenario tree
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Ruijun Shen, Shuzhong Zhang