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IJHPCA
2008
88views more  IJHPCA 2008»
15 years 6 months ago
Extending Grid-Based Workflow Tools With Patterns/Operators
Many Grid applications involve combining computational and data access components into complex workflows. A distinction is generally made between mechanisms to compose components ...
Maria Cecilia Gomes, Omer F. Rana, José C. ...
171
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EOR
2007
113views more  EOR 2007»
15 years 6 months ago
Duality for location problems with unbounded unit balls
Abstract. Given an optimization problem with a composite of a convex and componentwise increasing function with a convex vector function as objective function, by means of the conj...
Gert Wanka, Radu Ioan Bot, Emese Vargyas
MANSCI
2006
82views more  MANSCI 2006»
15 years 6 months ago
Pricing American-Style Derivatives with European Call Options
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
MP
2006
105views more  MP 2006»
15 years 6 months ago
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
Nan Kong, Andrew J. Schaefer, Brady Hunsaker
SIAMSC
2008
99views more  SIAMSC 2008»
15 years 6 months ago
Mixed Multiscale Finite Element Methods for Stochastic Porous Media Flows
In this paper, we propose a stochastic mixed multiscale finite element method. The proposed method solves the stochastic porous media flow equation on the coarse grid using a set ...
J. E. Aarnes, Yalchin Efendiev