We define a fundamental domain for a linear programming relaxation of a combinatorial integer program which is symmetric under a group action. We then describe a straightforward w...
The solution of elliptic diffusion operators is the computational bottleneck in many simulations in a wide range of engineering and scientific disciplines. We present a truly sca...
Mark F. Adams, Harun H. Bayraktar, Tony M. Keaveny...
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
We study efficient algorithms for soft-input soft-output (SISO) encoding of convolutional codes. While the BCJR algorithm has been suggested for SISO encoding, we show that a for...
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...