Abstract. In this paper we explore the possibility of applying the notions of Recoverable Robustness and Price of Recoverability (introduced by [5]) to railway rolling stock planni...
Valentina Cacchiani, Alberto Caprara, Laura Galli,...
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
Kai Fan, Anthony Brabazon, Conall O'Sullivan, Mich...
Following the well-studied two-stage optimization framework for stochastic optimization [15, 18], we study approximation algorithms for robust two-stage optimization problems with ...
Uriel Feige, Kamal Jain, Mohammad Mahdian, Vahab S...