The objective of the demand matching problem is to obtain the subset M of edges which is feasible and where the sum of the profits of each of the edges is maximized. The set M is...
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...