This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
A two-dimensional direction-length framework is a pair (G, p), where G = (V ; D, L) is a graph whose edges are labeled as `direction' or `length' edges, and a map p from...
A formal synthesis method for complex real-time embedded software is proposed in this work. Compared to previous work, our method not only synthesizes embedded software with compl...
Abstract. In this paper, we present a constraint-partitioning approach for finding local optimal solutions of large-scale mixed-integer nonlinear programming problems (MINLPs). Ba...
Abstract. This paper reconsiders the deployment of synchronous optical networks (SONET), an optimization problem naturally expressed in terms of set variables. Earlier approaches, ...