The matching of planar shapes can be cast as a problem of finding the shortest path through a graph spanned by the two shapes, where the nodes of the graph encode the local simil...
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
Simulations involving processes at very different time scales can be so slow to converge that starting in one state and waiting for a representative sample of the state space to b...
Approximation of the permanent of a matrix with nonnegative entries is a well studied problem. The most successful approach to date for general matrices uses Markov chains to appr...
Partial enumeration (PE) is presented as a method for treating large, linear model predictive control applications that are out of reach with available MPC methods. PE uses both a...
Gabriele Pannocchia, James B. Rawlings, Stephen J....