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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Pandora Box Problem with Nonobligatory Inspection: Hardness and Approximation Scheme
潘多拉盒问题 非强制性检查 硬度 近似方案
2023/4/14
Weitzman (1979) introduced the Pandora Box problem as a model for sequential search with inspection costs, and gave an elegant index-based policy that attains provably optimal expected payoff. In vari...
广东外语外贸大学运筹学英文课件第五章 Transportation Problem。
Equivalent Bilevel Programming Form for the Generalized Nash Equilibrium Problem
Generalized Nash equilibrium point Bilevel Programming efficient solution optimal solution
2011/11/17
Generalized Nash Equilibrium problem is widely used but hard to solve. In this paper, we transform the generalized Nash game into a special bilevel programming with one leader and multi-followers by s...
Improved relaxed CQ methods for solving the split feasibility problem
CQ algorithm split feasibility problem step length
2011/11/14
This paper presents some improved relaxed CQ methods to solve the split feasibility problem. These new methods, which are based on the modified relaxed CQ algorithm, generate the new iterate by search...
Canonical dual theory applied to a Lennard-Jones potential minimization problem
Mathematical Canonical Duality Theory Mathematical Optimization Lennard-Jones Potential Minimization Problem Global Optimization
2011/9/21
Abstract: The simplified Lennard-Jones (LJ) potential minimization problem is $f(x)=4\sum_{i=1}^N \sum_{j=1,jbb{R}^n,$ where...
Optimal Execution Problem for Geometric Ornstein-Uhlenbeck Price Process
Optimal execution Market impact Liquidity problems Ornstein–Uhlenbeck process Gradual liquidation
2011/9/30
Abstract: We study the optimal execution problem in the presence of market impact and give a generalization of the main result of Kato(2009). Then we consider an example where the security price follo...
The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
Utility Maximization Duality Theory Quadratic Semimartingale BSDEs Stability
2011/8/23
Abstract: This article studies the sensitivity of the power utility maximization problem with respect to the investor's relative risk aversion, the statistical probability measure, the investment cons...
The Least Spanning Area of a Knot and the Optimal Bounding Chain Problem
Least Spanning Area Knot Optimal Bounding Chain Problem
2011/3/2
Two fundamental objects in knot theory are the minimal genus surface and the least area surface bounded by a knot in a 3-dimensional manifold.
On a lexical tree for the middle-levels graph problem
lexical tree middle-levels graph problem
2011/1/18
A conjecture of I. H´avel asserts that all middle-levels graphs Mk of the (2k + 1)-cubes possess Hamilton cycles. In this work, a tree containing all vertices of certain reduced graphs of the Mk...
Maximising functionals of the joint law of the maximum and terminal value in the Skorokhod embedding problem
functionals of the joint law of the maximum terminal value Skorokhod
2011/2/22
The Skorokhod embedding problem for Brownian motion W is, given a centred probability measure , to nd a stopping time such that W . There exist many classical solutions to this problem, some o...
The Graph Isomorphism Problem and approximate categories
Graph Isomorphism Problem approximate categories
2011/1/20
It is unknown whether two graphs can be tested for isomorphism in polynomial time. A classical approach to the Graph Isomorphism Problem is the d-dimensional Weisfeiler-Lehman algorithm.
The Feynman checkerboard problem is an interesting path integral approach to the Dirac equation in ‘1+1’ dimensions. I compare two approaches reported in the literature and show how they may be reconc...
An efficient numerical algorithm for the L2 optimal transport problem with applications to image processing
Monge-Amp`ere equation optimal transpor numerical solution
2010/12/14
We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method relies on a numerical res...
The Point Mass Problem on the Real Line
point mass asymptotics orthogonal polynomials point mass asymptotics orthogonal polynomials
2010/12/1
This paper solves the point mass problem on the real line when the recurrence coefficients are asymptotically periodic.First, we give formulae for the perturbed orthogonal polynomi-als and the perturb...
The Hamilton-Waterloo problem for Hamilton cycles and C4k-factors
2-factorization Hamilton-Waterloo problem Hamilton cycle cycle decompositions
2010/11/30
In this paper we give a complete solution to the Hamilton-Waterloo problem for the case of Hamilton cycles and C4k-factors for all positive integers k.