We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
Abstract. The standard simulation of a nondeterministic Turing machine (NTM) by a deterministic one essentially searches a large boundeddegree graph whose size is exponential in th...
Subrahmanyam Kalyanasundaram, Richard J. Lipton, K...
—Linear network coding is a promising technology that can maximize the throughput capacity of communication network. Despite this salient feature, there are still many challenges...
Jin Wang, Jianping Wang, Kejie Lu, Bin Xiao, Naiji...
We initiate a direction for proving lower bounds on the size of non-commutative arithmetic circuits. This direction is based on a connection between lower bounds on the size of no...