We study an inventory system under periodic review in the presence of two suppliers (or delivery modes). The emergency supplier has a shorter lead-time than the regular supplier, ...
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
A discrete (binary-input 2q -ary output) communication channel with memory is introduced with the objective to judiciously capture both the statistical memory and the soft-decision...
Abstract— We consider the scenario of distributed data aggregation in wireless sensor networks, where each sensor can obtain and estimate the information of the whole sensing fi...
In 2007 we introduced a general model of sparse random graphs with independence between the edges. The aim of this paper is to present an extension of this model in which the edge...