The newsvendor problem describes the dilemma of a newspaper salesman—how many papers should he purchase each day to resell, when he doesn’t know the demand? We develop approach...
Abstract— The paper considers the algorithm NLU for distributed (vector) parameter estimation in sensor networks, where, the local observation models are nonlinear, and inter-sen...
We propose the first combinatorial solution to one of the most classic problems in combinatorial optimization: the generalized minimum cost flow problem (flow with losses and g...
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...
This paper presents a framework for implicit deformable models and a pair of new algorithms for solving the nonlinear partial di erential equations that result from this framework...