Abstract. In this paper we propose a new benchmark problem for dynamic combinatorial optimisation. Unlike most previous benchmarks, we focus primarily on the underlying dynamics of...
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
We consider online algorithms for the generalized caching problem. Here we are given a cache of size k and pages with arbitrary sizes and fetching costs. Given a request sequence ...
We consider a generalized semi-infinite optimization problem (GSIP) of the form (GSIP) min{f(x) Ix E M}, where M = {x E N"lhi(x ) = 0, i = 1,...,m, G(x,y) /> 0, y E Y(x)} ...