Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
Computing the Dodgson Score of a candidate in an election is a hard computational problem, which has been analyzed using classical and parameterized analysis. In this paper we reso...
Michael R. Fellows, Bart M. P. Jansen, Daniel Loks...
We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree ...
The software engineering community has documented countless success stories where lean and agile software development practices have rescued failing projects and helped countless ...
We propose a preliminary methodology for agent-oriented software engineering based on the idea of agent interaction analysis. This approach uses interactions between undetermined a...