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SODA
2004
ACM
102views Algorithms» more  SODA 2004»
15 years 6 months ago
An exact subexponential-time lattice algorithm for Asian options
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
Tian-Shyr Dai, Yuh-Dauh Lyuu
NIPS
2003
15 years 6 months ago
Applying Metric-Trees to Belief-Point POMDPs
Recent developments in grid-based and point-based approximation algorithms for POMDPs have greatly improved the tractability of POMDP planning. These approaches operate on sets of...
Joelle Pineau, Geoffrey J. Gordon, Sebastian Thrun
GD
2008
Springer
15 years 6 months ago
Crossing and Weighted Crossing Number of Near-Planar Graphs
A nonplanar graph G is near-planar if it contains an edge e such that G − e is planar. The problem of determining the crossing number of a near-planar graph is exhibited from di...
Sergio Cabello, Bojan Mohar
ICA
2010
Springer
15 years 5 months ago
An Alternating Minimization Method for Sparse Channel Estimation
The problem of estimating a sparse channel, i.e. a channel with a few non-zero taps, appears in many fields of communication including acoustic underwater or wireless transmissions...
Rad Niazadeh, Massoud Babaie-Zadeh, Christian Jutt...
CGF
2010
115views more  CGF 2010»
15 years 5 months ago
Closed-form Blending of Local Symmetries
We present a closed-form solution for the symmetrization problem, solving for the optimal deformation that reconciles a set of local bilateral symmetries. Given as input a set of ...
Deboshmita Ghosh, Nina Amenta, Michael M. Kazhdan