3096 search results - page 222 / 620 » The Generalized FITC Approximation |
123
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JCAM
2010
15 years 23 days ago
2010
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
184
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MP
2007
15 years 5 months ago
2007
We consider machine scheduling on unrelated parallel machines with the objective to minimize the schedule makespan. We assume that, in addition to its machine dependence, the proce...
151
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NIPS
2007
15 years 7 months ago
2007
Guided by the goal of obtaining an optimization algorithm that is both fast and yields good generalization, we study the descent direction maximizing the decrease in generalizatio...
166
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ICML
2000
IEEE
16 years 6 months ago
2000
IEEE
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...
189
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FOCS
2008
IEEE
15 years 7 months ago
2008
IEEE
In the mobile facility location problem, which is a variant of the classical Uncapacitated Facility Location and kMedian problems, each facility and client is assigned to a start ...