Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
The problem of finding the optimal set of quantized coefficients for a frame-based encoded signal is known to be of very high complexity. This paper presents an efficient method o...
Tom Ryen, Guido M. Schuster, Aggelos K. Katsaggelo...
We develop a multi-objective model for resource allocation problem in PERT networks with exponentially or Erlang distributed activity durations, where the mean duration of each ac...
Amir Azaron, Hideki Katagiri, Masatoshi Sakawa, Ko...
Most models of decision-making in neuroscience assume an infinite horizon, which yields an optimal solution that integrates evidence up to a fixed decision threshold; however, u...
Knowledge compilation [6, 5, 14, 8] consists in transforming a problem offline into a form which is tractable online. In this paper, we introduce new structures, based on the notio...