In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
We introduce the theoretical basis for tracing lazy functional logic computations in a declarative multi-paradigm language like Curry. Tracing computations is a difficult task due...
Bernd Brassel, Michael Hanus, Frank Huch, Germ&aac...
Improving cache performance requires understanding cache behavior. However, measuring cache performance for one or two data input sets provides little insight into how cache behav...
We report in this paper on the formal verification of a simple compiler for the C-like programming language C0. The compiler correctness proof meets the special requirements of pe...
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...