MOR
2010
13 years 3 months ago
2010
The goal of the current paper is to introduce the notion of certificates which verify the accuracy of solutions of computational problems with convex structure; such problems inc...
MOR
2010
13 years 3 months ago
2010
We develop first-order smoothing techniques for saddle-point problems that arise in the Nash equilibria computation of sequential games. The crux of our work is a construction of ...
MOR
2010
13 years 3 months ago
2010
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the ...