Matrix-vector products (mat-vecs) form the core of iterative methods used for solving dense linear systems. Often, these systems arise in the solution of integral equations used i...
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
This paper is a survey of location-routing: a relatively new branch of locational analysis that takes into account vehicle routing aspects. We propose a classification scheme and...
Semidefinite feasibility problems arise in many areas of operations research. The abstract form of these problems can be described as finding a point in a nonempty bounded convex b...
Research in Machine Learning methods to-date remains centered on technological issues and is mostly application driven. This letter summarizes successful applications of machine l...