We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
Simulation optimization (SO) is the process of finding the optimum design of a system whose performance measure(s) are estimated via simulation. We propose some ideas to improve o...
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
We propose a family of compression functions built from fixed-key blockciphers and investigate their collision and preimage security in the ideal-cipher model. The constructions ha...
While stochastic local search (SLS) techniques are very efficient in solving hard randomly generated propositional satisfiability (SAT) problem instances, a major challenge is to i...