240 search results - page 2 / 48 » On the numerical solution to linear problems using stochasti... |
WSC
2008
13 years 7 months ago
2008
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
JCAM
2011
12 years 7 months ago
2011
Collocation methods are a well developed approach for the numerical solution of smooth and weakly-singular Volterra integral equations. In this paper we extend these methods, thro...
AAIM
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
COMPUTING
2006
13 years 4 months ago
2006
We investigate the numerical solution of large-scale Lyapunov equations with the sign function method. Replacing the usual matrix inversion, addition, and multiplication by format...
ESORICS
2010
Springer
13 years 5 months ago
2010
Springer
Collaborative optimization problems can often be modeled as a linear program whose objective function and constraints combine data from several parties. However, important applicat...