Showing 1 - 20 of 70,246

1

A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
Crépey, Stéphane ; Frikha, Noufel ; Louzi, Azar ; et al.
Finance and Stochastics. 29(4):1015-1074

numerical finance Multilevel Monte Carlo Nested Monte Carlo stochastic approximation... Expected Shortfall Value-at-Risk
Journal
Save to List
2

A 1.25(1+ε)-Approximation Algorithm for Scheduling with Rejection Costs Proportional to Processing Times
Beaumont, Olivier ; Bouzel, Rémi ; Eyraud-Dubois, Lionel ; et al.
International European Conference on Parallel and Distributed Computing (Euro-Par). :225-238

Madrid, Spain Scheduling with rejectio... Approximation algorithm Energy minimization [INFO.INFO-DC]Computer S... Distributed, Parallel, a...
Conference
Save to List
3

An Improved Approximation Algorithm for Maximum Weight 3-Path Packing
Zhao, Jingyang ; Xiao, Mingyu

Data Structures and Algo...
Report
Save to List
4

A $(2+\varepsilon)$-approximation algorithm for the general scheduling problem in quasipolynomial time
Armbruster, Alexander ; Rohwedder, Lars ; Wiese, Andreas

Data Structures and Algo...
Report
Save to List
5

An improved approximation algorithm for k-Median
Young, Neal E.

Data Structures and Algo... 68W25 (Primary) 90-08, 9... F.2.1; G.1.6; G.2.2; G.3
Report
Save to List
6

An Approximation Algorithm for Monotone Submodular Cost Allocation
Mizutani, Ryuhei

Data Structures and Algo... Discrete Mathematics
Report
Save to List
7

Approximation algorithm for unrooted prize-collecting forest with multiple components and its application on prize-collecting sweep coverage
Liang, Wei ; Tang, Shaojie ; Zhang, Zhao
Mathematical Programming: A Publication of the Mathematical Optimization Society. :1-36

Academic journal
Save to List
8

An improved approximation algorithm for Hypergraph Max p-Section
Guangfeng Li ; Jian Sun ; Jiaquan Gao ; et al.
Discrete Applied Mathematics. 377:102-112

Academic journal
Save to List
9

Fast approximation algorithm for non-monotone DR-submodular maximization under size constraint
Tran, Tan D. ; Pham, Canh V.
Journal of Combinatorial Optimization. 51(1)

Academic journal
Save to List
10

Fast Approximation Algorithm for Non-Monotone DR-submodular Maximization under Size Constraint
Tran, Tan D. ; Pham, Canh V.

Data Structures and Algo... Artificial Intelligence Computational Complexity
Report
Save to List
11

A New Rational Approximation Algorithm via the Empirical Interpolation Method
Aidi Li ; Yuwen Li
SIAM Journal on Scientific Computing. 47:A2559-A2582

Mathematics - Numerical...
Academic journal
Save to List
12

A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
Crépey, Stéphane ; Frikha, Noufel ; Louzi, Azar ; et al.

Value-at-Risk Expected Shortfall stochastic approximation... Nested Monte Carlo Multilevel Monte Carlo numerical finance
Electronic Resource
Save to List
13

A Simpler Exponential-Time Approximation Algorithm for MAX-k-SAT
Buhrman, Harry ; Gharibian, Sevag ; Landau, Zeph ; et al.

Data Structures and Algo... Computational Complexity
Report
Save to List
14
15

This result is not available to guest users.

16

An Improved Approximation Algorithm for the Minimum 4-Star Partition Problem
Qilu Bao ; Wei Yu ; Zhaohui Liu ; et al.
International Journal of Foundations of Computer Science. :1-12

Academic journal
Save to List
17

A new approximation algorithm for two-machine flow shop scheduling with transporter coordinate
Wang, Yinling ; Ge, Yuping ; Zhang, Yubai ; et al.
CCF Transactions on High Performance Computing. 7(6):623-631

Academic journal
Save to List
18

Approximation algorithm for prize-collecting weighted set cover with fairness constraints
Mingchao Zhou ; Zhao Zhang
Discrete Applied Mathematics. 373:301-315

Academic journal
Save to List
19

An Inner Approximation Algorithm for Dynamic Optimization With Strict Satisfaction of Path Constraints
Jun Fu ; Lizhong Jiang
IEEE Transactions on Automatic Control. 70:7039-7046

Academic journal
Save to List

Filter