Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
Hybrid geometry- and image-based modeling and rendering systems use photographs taken of a real-world environment and mapped onto the surfaces of a 3D model to achieve photorealis...
Various algorithms can compute approximate feasible points or approximate solutions to equality and bound constrained optimization problems. In exhaustive search algorithms for gl...
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...