Abstract We are dealing with the optimal, i.e. densest packings of congruent circles into the unit square. In the recent years we have built a numerically reliable, verified method...
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
This paper considers a minimum cost flow problem where arc costs are uncertain, and the decision maker wishes to minimize both the expected flow cost and the variance of this co...
In this correspondence, a two-channel linear phase finite impulse response (FIR) quadrature mirror filter (QMF) bank minimax design problem is formulated as a nonconvex optimizati...
Charlotte Yuk-Fan Ho, Bingo Wing-Kuen Ling, Lamia ...
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 ...