We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
We propose a programming paradigm called compress-and-conquer (CC) that leads to optimal performance on multicore platforms. Given a multicore system of p cores and a problem of s...
This paper deals with regularized pointwise estimation of discrete signals which contain large strongly homogeneous zones, where typically they are constant, or linear, or more gen...
Let A and B be nonempty, convex and closed subsets of a Hilbert space H. In the practical considerations we need to find an element of the intersection A B or, more general, to s...
Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...