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...
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...
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 ...
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...
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. ...