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ORL
2011
12 years 12 months ago
Stock repurchase with an adaptive reservation price: A study of the greedy policy
We consider the problem of stock repurchase over a finite time horizon. We assume that a firm has a reservation price for the stock, which is the highest price that the firm is ...
Ye Lu, Asuman E. Ozdaglar, David Simchi-Levi
ICASSP
2011
IEEE
12 years 8 months ago
Fast damped gauss-newton algorithm for sparse and nonnegative tensor factorization
Alternating optimization algorithms for canonical polyadic decomposition (with/without nonnegative constraints) often accompany update rules with low computational cost, but could...
Anh Huy Phan, Petr Tichavský, Andrzej Cicho...