Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
In this paper, we consider the fast simulation of traffic groomed optical networks, in which multiple sub-rate traffic streams may be carried on the same wavelength. For real-size...
We present the first polylog-competitive online algorithm for the general multicast admission control and routing problem in the throughput model. The ratio of the number of reque...
Ashish Goel, Monika Rauch Henzinger, Serge A. Plot...
: We consider a well known distributed coloring game played on a simple connected graph: initially, each vertex is colored black or white; at each round, each vertex simultaneously...
In this paper, we study the reachability problem for the class of (strictly) monotone Petri nets that we define based on algebraic conditions. More specifically, given a (strictly)...