This paper deals with the nonlinear complementarity problem on the product space of unit simplices, S. A simplicial variable dimension algorithm developed by van der Laan and Talman for proper ...
We develop a new solution method for a broad class of discrete-time dynamic portfolio choice problems. The method efficiently approximates conditional expectations of the value function by using (i) a ...
LEESBURG, Va., July 20, 2021 – Quantum Computing Inc. (QCI) today announced it has solved an optimization problem with over 3,800 variables in six minutes by applying a new quantum hardware technology ...