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ENTCS
2006
112views more  ENTCS 2006»
13 years 5 months ago
Model Checking Linear Programs with Arrays
In previous work we proposed Linear Programs as a fine grained model for imperative programs, and showed how the model checking procedure used in SLAM can be generalised to a mode...
Alessandro Armando, Massimo Benerecetti, Jacopo Ma...
SIAMJO
2008
100views more  SIAMJO 2008»
13 years 5 months ago
On the Global Solution of Linear Programs with Linear Complementarity Constraints
This paper presents a parameter-free integer-programming based algorithm for the global resolution of a linear program with linear complementarity constraints (LPCC). The cornersto...
Jing Hu, John E. Mitchell, Jong-Shi Pang, Kristin ...
AMC
2008
130views more  AMC 2008»
13 years 5 months ago
Hedging strategy for a portfolio of options and stocks with linear programming
This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
Mehmet Horasanli
CG
2006
Springer
13 years 9 months ago
Computing Proper Equilibria of Zero-Sum Games
We show that a proper equilibrium of a matrix game can be found in polynomial time by solving a linear (in the number of pure strategies of the two players) number of linear progra...
Peter Bro Miltersen, Troels Bjerre Sørensen
CORR
2008
Springer
120views Education» more  CORR 2008»
13 years 5 months ago
Codeword-Independent Performance of Nonbinary Linear Codes Under Linear-Programming and Sum-Product Decoding
A coded modulation system is considered in which nonbinary coded symbols are mapped directly to nonbinary modulation signals. It is proved that if the modulator-channel combination...
Mark F. Flanagan