MOR
2010
13 years 10 months ago
2010
The goal of the current paper is to introduce the notion of certificates which verify the accuracy of solutions of computational problems with convex structure; such problems inc...
MOR
2010
13 years 10 months ago
2010
We develop first-order smoothing techniques for saddle-point problems that arise in the Nash equilibria computation of sequential games. The crux of our work is a construction of ...
MOR
2010
13 years 10 months ago
2010
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the ...