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FS
2006
84views more  FS 2006»
14 years 10 months ago
Iterative construction of the optimal Bermudan stopping time
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Anastasia Kolodko, John Schoenmakers
71
Voted
DM
2007
136views more  DM 2007»
14 years 10 months ago
Lower connectivities of regular graphs with small diameter
Krishnamoorthy, Thulasiraman and Swamy [Minimum order graphs with specified diameter, connectivity and regularity, Networks 19 (1989) 25–46] showed that a δ-regular graph with...
Camino Balbuena, Xavier Marcote
82
Voted
SIGECOM
2008
ACM
122views ECommerce» more  SIGECOM 2008»
14 years 10 months ago
On the windfall of friendship: inoculation strategies on social networks
This paper studies a virus inoculation game on social networks. A framework is presented which allows the measuring of the windfall of friendship, i.e., how much players benefit i...
Dominic Meier, Yvonne Anne Oswald, Stefan Schmid, ...
AEI
2005
99views more  AEI 2005»
14 years 10 months ago
Comparison among five evolutionary-based optimization algorithms
Evolutionary algorithms (EAs) are stochastic search methods that mimic the natural biological evolution and/or the social behavior of species. Such algorithms have been developed ...
Emad Elbeltagi, Tarek Hegazy, Donald E. Grierson
78
Voted
ALGORITHMICA
2005
93views more  ALGORITHMICA 2005»
14 years 10 months ago
Universal Asymptotics for Random Tries and PATRICIA Trees
Abstract. We consider random tries and random patricia trees constructed from n independent strings of symbols drawn from any distribution on any discrete space. We show that many ...
Luc Devroye