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» The Schema Theorem and Price's Theorem
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EOR
2010
99views more  EOR 2010»
13 years 2 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
CIE
2006
Springer
13 years 11 months ago
Understanding and Using Spector's Bar Recursive Interpretation of Classical Analysis
This note reexamines Spector's remarkable computational interpretation of full classical analysis. Spector's interpretation makes use of a rather abstruse recursion schem...
Paulo Oliva
GECCO
2003
Springer
108views Optimization» more  GECCO 2003»
14 years 23 days ago
Implicit Parallelism
This paper assumes a search space of fixed-length strings, where the size of the alphabet can vary from position to position. Structural crossover is mask-based crossover, and thu...
Alden H. Wright, Michael D. Vose, Jonathan E. Rowe
TON
2010
132views more  TON 2010»
13 years 5 months ago
The optimality of two prices: maximizing revenue in a stochastic communication system
—This paper considers the problem of pricing and transmission scheduling for an Access Point (AP) in a wireless network, where the AP provides service to a set of mobile users. T...
Longbo Huang, Michael J. Neely
CORR
2007
Springer
133views Education» more  CORR 2007»
13 years 7 months ago
The price of ignorance: The impact of side-information on delay for lossless source-coding
Inspired by the context of compressing encrypted sources, this paper considers the general tradeoff between rate, end-to-end delay, and probability of error for lossless source co...
Cheng Chang, Anant Sahai