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INFORMS
2000
91views more  INFORMS 2000»
14 years 11 months ago
Progress in Linear Programming-Based Algorithms for Integer Programming: An Exposition
Ellis L. Johnson, George L. Nemhauser, Martin W. P...
AMC
2008
130views more  AMC 2008»
14 years 11 months ago
Hedging strategy for a portfolio of options and stocks with linear programming
This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
Mehmet Horasanli
APLAS
2001
ACM
15 years 2 months ago
Linearly Used Effects: Monadic and CPS Transformations into the Linear Lambda Calculus
Abstract. We propose a semantic and syntactic framework for modelling linearly used effects, by giving the monadic transforms of the computational lambda calculus (considered as th...
Masahito Hasegawa
CG
2006
Springer
15 years 3 months ago
Computing Proper Equilibria of Zero-Sum Games
We show that a proper equilibrium of a matrix game can be found in polynomial time by solving a linear (in the number of pure strategies of the two players) number of linear progra...
Peter Bro Miltersen, Troels Bjerre Sørensen