We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
We present an approximation method that solves a class of Decentralized hybrid Markov Decision Processes (DEC-HMDPs). These DEC-HMDPs have both discrete and continuous state variab...
In this paper, we describe a new incomplete approach for solving constraint satisfaction problems (CSPs) based on the ant colony optimization (ACO) metaheuristic. The idea is to us...
We answer a problem posed in [GKM08] regarding a restricted model of small-space computation, tailored for solving the GEN problem. They define two variants of “incremental bra...
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...