Abstract. This paper is concerned with the derivation of infinite schedules for timed automata that are in some sense optimal. To cover a wide class of optimality criteria we start...
Patricia Bouyer, Ed Brinksma, Kim Guldstrand Larse...
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
Abstract. There is a natural norm associated with a starting point of the homogeneous selfdual (HSD) embedding model for conic convex optimization. In this norm two measures of the...
In this paper we provide a general classification of mathematical optimization problems, followed by a matrix of applications that shows the areas in which these problems have bee...