Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
Dimitris Bertsimas, David B. Brown, Constantine Ca...
Public access to digital data can turn out to be a cause of undesirable information disclosure. That's why it is vital to somehow protect the data before publishing. There are...
A graph G is (a, b)-choosable if for any color list of size a associated with each vertices, one can choose a subset of b colors such that adjacent vertices are colored with disjoi...
—We present a generalized sampling theorem allowing reconstructions in arbitrary bases. The classical Shannon Sampling Theorem is a special case of our theorem. Specifically, we...