L. Jeff Hong, Yi Yang, Liwei Zhang, Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach, Operations Research, Vol. 59, No. 3 (May • June • 2011), pp. 617-630 ...

The classical approximations to some discrete distributions are almost universally used. However, more accurate results can be obtained without any substantial increase of computational effort. This ...

Lakkaraju, Himabindu, Ece Kamar, Rich Caruana, and Jure Leskovec. "Interpretable and Explorable Approximations of Black Box Models." Paper presented at the 4th Workshop on Fairness, Accountability, ...

Computing derivatives by finite-difference approximations can be very time consuming, especially for second-order derivatives based only on values of the objective function (FD= option). If analytical ...

In research area C, we will focus on the development and foundation of mathematical models and their approximations that are relevant in the life sciences, physics, chemistry, and engineering. We will ...

Nuclear physicists at the University of Washington developed a new framework to analyze how theoretical approximations influence quantum computers' representation of many-body systems required for ...

Integral Approximations An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED ...

ABSTRACT This paper presents a new numerical method to solve the integral equation defining the early exercise boundary of an American option. It is shown that the early exercise boundaries of ...