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 ...
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...
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. ...
Performance evaluation of complex systems is a critical issue and bounds computation provides confidence about service quality, reliability, etc. of such systems. The stochastic ...
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...