Abstract. In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of f...
The paper describes a framework in the form of an optimization of a performance index subject to the constraints of a dynamic network, represented in the state space. The performa...
We present an analysis of concentration-of-expectation phenomena in layered Bayesian networks that use generalized linear models as the local conditional probabilities. This frame...
We consider the problem of enumerating all minimal integer solutions of a monotone system of linear inequalities. We first show that for any monotone system of r linear inequaliti...
Endre Boros, Khaled M. Elbassioni, Vladimir Gurvic...
In this paper, we study the problem of L1-fitting a shape to a set of point, where the target is to minimize the sum of distances of the points to the shape, or alternatively the...