We consider a mixed linear system model, with both continuous and discrete inputs and outputs, described by a coefficient matrix and a set of noise variances. When the discrete inp...
Argyrios Zymnis, Stephen P. Boyd, Dimitry M. Gorin...
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
The paper develops a contracting model where the principal frames the contract when the agent is unaware of some contingencies, yet is aware that she may be unaware. We call the c...
A scheme is presented for the numerical solution of singular integral equations on piecewise smooth curves. It relies on several techniques: reduction, Nystr¨om discretization, co...
Principal component analysis (PCA) is a classical data analysis technique that finds linear transformations of data that retain the maximal amount of variance. We study a case whe...