Background and MotivationAccurately pricing American-style options, which allow early exercise at any time before expiry, remains a significant ...

Forbes contributors publish independent expert analyses and insights. In today’s fast-moving, complex business environment, assembling the right team is more than just ticking off boxes of technical ...

The use of Linear Complementarity Problems (LCP) is a powerful method for modeling switched systems, particularly in the context of power electronic circuits. Switched circuits are ubiquitous in ...

Abstract: Carlet et al. showed that for $q\gt 2$ , there exists a q-ary linear complementary pair (LCP) of codes whose security parameter is as good as the minimum ...

This work deals with solving continuous-time nonlinear complementarity problems defined on two types of nonempty closed convex cones: a polyhedral cone (positive octant) and a second-order cone.

ABSTRACT: It is well established that Nash equilibrium exists within the framework of mixed strategies in strategic-form non-cooperative games. However, finding the Nash equilibrium generally belongs ...

The three-body problem is a physics conundrum that has boggled scientists since Isaac Newton's day. But what is it, why is it so hard to solve and is the sci-fi series of the same name really possible ...

We discuss a globalization scheme for a class of active-set Newton methods for solving the mixed complementarity problem (MCP), which was proposed by the authors in [3]. The attractive features of the ...

The four-year-old startup founded by three Finns is already used by fellow startups like Cohere, Ramp and Runway. It’s now valued at about $400 million as it makes a big-business push. Other startups ...