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AEI
2004
150views more  AEI 2004»
14 years 11 months ago
Ant colony optimization techniques for the vehicle routing problem
This research applies the meta-heuristic method of ant colony optimization (ACO) to an established set of vehicle routing problems (VRP). The procedure simulates the decision-maki...
John E. Bell, Patrick R. McMullen
SIGMETRICS
2002
ACM
142views Hardware» more  SIGMETRICS 2002»
14 years 11 months ago
Exact aggregate solutions for M/G/1-type Markov processes
We introduce a new methodology for the exact analysis of M/G/1-type Markov processes. The methodology uses basic, well-known results for Markov chains by exploiting the structure ...
Alma Riska, Evgenia Smirni
FS
2006
64views more  FS 2006»
14 years 11 months ago
An exact analytical solution for discrete barrier options
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
Gianluca Fusai, I. David Abrahams, Carlo Sgarra
JC
2008
96views more  JC 2008»
14 years 11 months ago
Adaptivity and computational complexity in the numerical solution of ODEs
In this paper we analyze the problem of adaptivity for one-step numerical methods for solving ODEs, both IVPs and BVPs, with a view to generating grids of minimal computational co...
Silvana Ilie, Gustaf Söderlind, Robert M. Cor...
GECCO
2006
Springer
164views Optimization» more  GECCO 2006»
15 years 3 months ago
Biobjective evolutionary and heuristic algorithms for intersection of geometric graphs
Wire routing in a VLSI chip often requires minimization of wire-length as well as the number of intersections among multiple nets. Such an optimization problem is computationally ...
Rajeev Kumar, Pramod Kumar Singh, Bhargab B. Bhatt...