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» On Deterministic Approximation of DNF
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COCOON
2005
Springer
13 years 9 months ago
On-Line Algorithms for Market Equilibria
We consider a variation of the classical problem of finding prices which guarantee equilibrium in linear markets consisting of divisible goods and agents with money. Specificall...
Spyros Angelopoulos, Atish Das Sarma, Avner Magen,...
JSCIC
2008
107views more  JSCIC 2008»
13 years 7 months ago
A Hierarchy of Approximations of the Master Equation Scaled by a Size Parameter
Solutions of the master equation are approximated using a hierarchy of models based on the solution of ordinary differential equations: the macroscopic equations, the linear noise...
Lars Ferm, Per Lötstedt, Andreas Hellander
WSC
2008
13 years 10 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
WSC
2000
13 years 9 months ago
A practical approach to sample-path simulation optimization
We propose solving continuous parametric simulation optimizations using a deterministic nonlinear optimization algorithm and sample-path simulations. The optimization problem is w...
Michael C. Ferris, Todd S. Munson, Krung Sinapirom...
ALGORITHMICA
2008
78views more  ALGORITHMICA 2008»
13 years 7 months ago
Optimally Adaptive Integration of Univariate Lipschitz Functions
We consider the problem of approximately integrating a Lipschitz function f (with a known Lipschitz constant) over an interval. The goal is to achieve an error of at most using as...
Ilya Baran, Erik D. Demaine, Dmitriy A. Katz