We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Local ratio is a well-known paradigm for designing approximation algorithms for combinatorial optimization problems. At a very high level, a local-ratio algorithm first decomposes ...
When learning a mixture model, we suffer from the local optima and model structure determination problems. In this paper, we present a method for simultaneously solving these prob...
We revisit voltage partitioning problem when the mapped voltages of functional units are predetermined. If energy consumption is estimated by formulation E = CV 2 , a published wo...
Tao Lin, Sheqin Dong, Bei Yu, Song Chen, Satoshi G...
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...