We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...
We consider a multi-agent optimization problem where agents aim to cooperatively minimize a sum of local objective functions subject to a global inequality constraint and a global ...
Exploiting spectral properties of symmetric banded Toeplitz matrices, we describe simple sufficient conditions for positivity of a trigonometric polynomial formulated as linear ma...
We present a unified view of two state-of-theart non-projective dependency parsers, both approximate: the loopy belief propagation parser of Smith and Eisner (2008) and the relaxe...
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...