-- The optimal buffer allocation in queueing network systems is a difficult stochastic, non-linear, integer mathematical programming problem. Moreover, the objective function, the ...
Frederico R. B. Cruz, A. R. Duarte, Tom Van Woense...
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
The problem of approximate parameterized string searching consists of finding, for a given text t = t1t2 ...tn and pattern p = p1p2 ...pm over respective alphabets Σt and Σp, t...
Detecting instances of unknown categories is an important task for a multitude of problems such as object recognition, event detection, and defect localization. This paper investig...
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...