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» Upper and Lower Bounds on Continuous-Time Computation
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ESA
2004
Springer
145views Algorithms» more  ESA 2004»
14 years 22 days ago
Flows on Few Paths: Algorithms and Lower Bounds
Abstract. Classical network flow theory allows decomposition of flow into several chunks of arbitrary sizes traveling through the network on different paths. In the first part ...
Maren Martens, Martin Skutella
AOR
2010
13 years 4 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
COMPGEOM
2010
ACM
14 years 13 days ago
Orthogonal range reporting: query lower bounds, optimal structures in 3-d, and higher-dimensional improvements
Orthogonal range reporting is the problem of storing a set of n points in d-dimensional space, such that the k points in an axis-orthogonal query box can be reported efficiently. ...
Peyman Afshani, Lars Arge, Kasper Dalgaard Larsen
EOR
2007
102views more  EOR 2007»
13 years 7 months ago
Sub-stochastic matrix analysis for bounds computation - Theoretical results
Performance evaluation of complex systems is a critical issue and bounds computation provides confidence about service quality, reliability, etc. of such systems. The stochastic ...
Serge Haddad, Patrice Moreaux
AAAI
1996
13 years 8 months ago
Enhancements of Branch and Bound Methods for the Maximal Constraint Satisfaction Problem
Two methods are described for enhancing performance of branch and bound methods for overconstrained CSPS. These methods improve either the upper or lower bound, respectively, duri...
Richard J. Wallace