The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute acti...
It is not unusual that an approximate model is needed for fitness evaluation in evolutionary computation. In this case, the convergence properties of the evolutionary algorithm are...
This paper concerns the design of a Support Vector Machine (SVM) appropriate for the learning of Boolean functions. This is motivated by the need of a more sophisticated algorithm ...
Optimal resource scheduling in multiagent systems is a computationally challenging task, particularly when the values of resources are not additive. We consider the combinatorial ...
Dmitri A. Dolgov, Michael R. James, Michael E. Sam...