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ORL
2007
14 years 10 months ago
2007
We prove that it is NP-complete to decide whether a bipartite graph of maximum degree three on nk vertices can be partitioned into n paths of length k. Finally, we propose some ap...
ORL
2007
14 years 10 months ago
2007
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
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ORL
2007
14 years 10 months ago
2007
We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The impo...
ORL
2007
14 years 10 months ago
2007
We clarify a financial meaning of duality in the semi-infinite programming problem which emerges in the context of determining a derivative price range based only on the no-arbi...
ORL
2007
14 years 10 months ago
2007
We present new theoretical convergence results on the Cross-Entropy method for discrete optimization. Our primary contribution is to show that a popular implementation of the Cros...