We propose a new numerical method for evaluating long-maturity American put options. Most existing numerical approaches are based on the time discretization...

Why private labels (PLs) enjoy a large market in some countries while hardly penetrating others? What makes a market favourable to PL-product development? A...

The distance Laplacian of a connected graph G is defined by L = Diag(Tr) - D, where D is the distance matrix of G , and Diag(Tr) is the diagonal m...

We describe the most recent evolution of our constrained and unconstrained testing environment and its accompanying SIF decoder. Code-named SIFDecode and CU...

Dantzig-Wolfe reformulation solved by Column Generation is an approach to obtain improved bounds for Mixed Integer Programs. A downside of this approach is t...

Projected Krylov methods are full-space formulations of Krylov methods that take place in a nullspace. Provided projections into the nullspace can be compute...

This paper studies a districting problem which arises in the context of financial product pricing. The challenge lies in partitioning a set of small geogra...

The paper surveys the literature on cooperative advertising in marketing channels (supply chains) using game theoretic methods. During the last decade in p...

We consider the multicommodity network flow formulation of the Multiple Depot Vehicle Scheduling Problem (MDVSP) and investigate several strategies within a ...

The Mesh Adaptive Direct Search algorithm (MADS) algorithm is designed for nonsmooth blackbox optimization problems in which the evaluation of the funct...

This paper proposes a dynamic game model of the process through which countries join international environmental agreements (IEAs). The model assumes that ...

Column generation for solving linear programs with a huge number of variables alternates between solving a master problem and a pricing subproblem to add var...

Scheduling often plays an important role in vehicle routing. This paper describes several applications in which the author has been involved in recent years...

We introduce a Laplacian and a signless Laplacian for the distance matrix of a connected graph, called the <i>distance Laplacian</i> and <i>distance signless...

One of the major results announced in the static literature on the coordination of pricing decisions in bilateral monopolies states that vertical integrati...

Consider a scale that accepts three marbles of different weights. The scale only ranks the marbles, by indicating the heaviest, the lightest and the middle ...

We consider a differential game with a corrupt government and civil society as its players. We characterize open-loop and feedback Nash equilibria and find...

We consider multi-antenna base stations using orthogonal frequency-division multiple access and space division multiple access techniques to serve single-a...

In this paper we introduce the discrete time window assignment vehicle routing problem. This problem consists of assigning a single time window from a ...

We derive conditions on the functions \(\varphi\), \(\rho\), \(v\) and \(w\) such that the 0-1 fractional programming problem`(\max\limits_{x\in {0...