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145
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ESOP
2008
Springer
15 years 5 months ago
Cover Algorithms and Their Combination
This paper defines the cover of a formula with respect to a set of variables V in theory T to be the strongest quantifier-free formula that is implied by V : in theory T. Cover e...
Sumit Gulwani, Madan Musuvathi
90
Voted
NIPS
2004
15 years 4 months ago
A Cost-Shaping LP for Bellman Error Minimization with Performance Guarantees
We introduce a new algorithm based on linear programming that approximates the differential value function of an average-cost Markov decision process via a linear combination of p...
Daniela Pucci de Farias, Benjamin Van Roy
105
Voted
WSC
2001
15 years 4 months ago
A new approach to pricing American-style derivatives
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
121
Voted
CSDA
2006
87views more  CSDA 2006»
15 years 3 months ago
Choice of B-splines with free parameters in the flexible discriminant analysis context
Flexible discriminant analysis (FDA) is a general methodology which aims at providing tools for multigroup non linear classification. It consists in a nonparametric version of dis...
Christelle Reynès, Robert Sabatier, Nicolas...
MP
2006
87views more  MP 2006»
15 years 3 months ago
A Robust Optimization Approach to Dynamic Pricing and Inventory Control with no Backorders
In this paper, we present a robust optimization formulation for dealing with demand uncertainty in a dynamic pricing and inventory control problem for a make-to-stock manufacturing...
Elodie Adida, Georgia Perakis