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NIPS
2008
15 years 4 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
ECCV
2008
Springer
16 years 5 months ago
An Experimental Comparison of Discrete and Continuous Shape Optimization Methods
Shape optimization is a problem which arises in numerous computer vision problems such as image segmentation and multiview reconstruction. In this paper, we focus on a certain clas...
Maria Klodt, Thomas Schoenemann, Kalin Kolev, Mare...
ASPDAC
2005
ACM
89views Hardware» more  ASPDAC 2005»
15 years 5 months ago
Optimal placement by branch-and-price
— Circuit placement has a large impact on all aspects of performance; speed, power consumption, reliability, and cost are all affected by the physical locations of interconnected...
Pradeep Ramachandaran, Ameya R. Agnihotri, Satoshi...
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
CPAIOR
2011
Springer
14 years 6 months ago
Manipulating MDD Relaxations for Combinatorial Optimization
Abstract. We study the application of limited-width MDDs (multivalued decision diagrams) as discrete relaxations for combinatorial optimization problems. These relaxations are used...
David Bergman, Willem Jan van Hoeve, John N. Hooke...