We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness o...
In the recent past, the reduction-based and the model-based methods to prove cut elimination have converged, so that they now appear just as two sides of the same coin. This paper...
Abstract. We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in a reflexive Banach space. This method includes as spe...
Abstract. We study the convergence properties of the cascadic conjugategradient method (CCG-method), which can be considered as a multilevel method without coarse-grid correction. ...
Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...