An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
Portfolio credit risk models as well as models for operational risk can often be treated analogously to the collective risk model coming from insurance. Applying the classical Panj...
We extend the work of Letchford (2000) by introducing a new class of valid inequalities for the traveling salesman problem, called the generalized domino-parity (GDP) constraints....
William J. Cook, Daniel G. Espinoza, Marcos Goycoo...
We examine generalizations of random variables and martingales. We prove a new convergence theorem for setvalued martingales. We also generalize a well known characterization of se...
Abstract We present the General Game Playing system Centurio. Centurio is a Java-based player featuring different strategies based on Monte Carlo Tree Search extended by technique...