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AEI
2004
150views more  AEI 2004»
15 years 5 months ago
Ant colony optimization techniques for the vehicle routing problem
This research applies the meta-heuristic method of ant colony optimization (ACO) to an established set of vehicle routing problems (VRP). The procedure simulates the decision-maki...
John E. Bell, Patrick R. McMullen
SIGMETRICS
2002
ACM
142views Hardware» more  SIGMETRICS 2002»
15 years 5 months ago
Exact aggregate solutions for M/G/1-type Markov processes
We introduce a new methodology for the exact analysis of M/G/1-type Markov processes. The methodology uses basic, well-known results for Markov chains by exploiting the structure ...
Alma Riska, Evgenia Smirni
FS
2006
64views more  FS 2006»
15 years 6 months ago
An exact analytical solution for discrete barrier options
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
Gianluca Fusai, I. David Abrahams, Carlo Sgarra
JC
2008
96views more  JC 2008»
15 years 6 months ago
Adaptivity and computational complexity in the numerical solution of ODEs
In this paper we analyze the problem of adaptivity for one-step numerical methods for solving ODEs, both IVPs and BVPs, with a view to generating grids of minimal computational co...
Silvana Ilie, Gustaf Söderlind, Robert M. Cor...
GECCO
2006
Springer
164views Optimization» more  GECCO 2006»
15 years 9 months ago
Biobjective evolutionary and heuristic algorithms for intersection of geometric graphs
Wire routing in a VLSI chip often requires minimization of wire-length as well as the number of intersections among multiple nets. Such an optimization problem is computationally ...
Rajeev Kumar, Pramod Kumar Singh, Bhargab B. Bhatt...