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It is well known that the Black-Scholes-Merton model suffers from several deficiencies. Jump-diffusion and Levy models have been widely used to partially alleviate some of the biases inherent in this classical model. Unfortunately, the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Kenneth R. Jackson , Sebastian Jaimungal , Vladimir Surkov

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Machine Learning · Computer Science 2021-01-05 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Many diffusive systems involve correlated random walkers due to a shared environment. Such systems can be modeled as random walks in random environments (RWRE). These models differ from classical diffusion in the behavior of the extremes --…

Statistical Mechanics · Physics 2025-08-25 Franscesca Ark , Jacob B. Hass , Eric I. Corwin

We have studied the conductance distribution function of two-dimensional disordered noninteracting systems in the crossover regime between the diffusive and the localized phases. The distribution is entirely determined by the mean…

Disordered Systems and Neural Networks · Physics 2015-05-14 A. M. Somoza , J. Prior , M. Ortuno , I. V. Lerner

Several important optimization problems in the area of vehicle routing can be seen as a variant of the classical Traveling Salesperson Problem (TSP). In the area of evolutionary computation, the traveling thief problem (TTP) has gained…

Neural and Evolutionary Computing · Computer Science 2020-02-05 Jakob Bossek , Katrin Casel , Pascal Kerschke , Frank Neumann

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

We propose a sorting-based greedy algorithm called SortedGreedy[m] for approximately solving the offline version of the d-choice weighted balls-into-bins problem where the number of choices for each ball is equal to the number of bins. We…

Discrete Mathematics · Computer Science 2013-04-11 Ömer Demirel , Ivo F. Sbalzarini

We consider the Random Walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. It is well known (see Roberts et al. (Ann. Appl. Probab. 7…

Methodology · Statistics 2014-10-22 Benjamin Jourdain , Tony Lelièvre , Błażej Miasojedow

The Reverse Greedy algorithm (RGreedy) for the k-median problem works as follows. It starts by placing facilities on all nodes. At each step, it removes a facility to minimize the resulting total distance from the customers to the remaining…

Data Structures and Algorithms · Computer Science 2015-06-02 Marek Chrobak , Claire Kenyon , Neal E. Young

The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…

Statistical Mechanics · Physics 2017-12-06 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

An important variant of the classic Traveling Salesman Problem (TSP) is the Dynamic TSP, in which a system with dynamic constraints is tasked with visiting a set of n target locations (in any order) in the shortest amount of time. Such…

Robotics · Computer Science 2023-02-02 Aviv Adler , Oren Gal , Sertac Karaman

We consider the duration of discussions in face-to-face contacts and propose a stochastic model to describe it. It is based on the points of a Levy flight where the duration of each contact corresponds to the size of the clusters produced…

Physics and Society · Physics 2024-08-23 S. Plaszczynski , B. Grammaticos , M. Badoual

In a standard NP-complete optimization problem we introduce an interpolating algorithm between the quick decrease along the gradient (greedy dynamics) and a slow decrease close to the level curves (reluctant dynamics). We find that for a…

Mathematical Physics · Physics 2007-05-23 P. Contucci , C. Giardina' , C. Giberti , F. Unguendoli , C. Vernia

Motivated by the use of high speed circuit switches in large scale data centers, we consider the problem of circuit switch scheduling. In this problem we are given demands between pairs of servers and the goal is to schedule at every time…

Data Structures and Algorithms · Computer Science 2019-05-09 Roy Schwartz , Mohit Singh , Sina Yazdanbod

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

We show that the average cost for the traveling-salesman problem in two dimensions, which is the archetypal problem in combinatorial optimization, in the bipartite case, is simply related to the average cost of the assignment problem with…

Disordered Systems and Neural Networks · Physics 2018-10-03 Riccardo Capelli , Sergio Caracciolo , Andrea Di Gioacchino , Enrico M. Malatesta

The generalized traveling salesman problem (GTSP) is an extension of the well-known traveling salesman problem. In GTSP, we are given a partition of cities into groups and we are required to find a minimum length tour that includes exactly…

Data Structures and Algorithms · Computer Science 2010-03-30 Gregory Gutin , Daniel Karapetyan

A bicriteria approximation algorithm is presented for the unrooted traveling repairman problem, realizing increased profit in return for increased speedup of repairman motion. The algorithm generalizes previous results from the case in…

Data Structures and Algorithms · Computer Science 2011-01-21 Greg N. Frederickson , Barry Wittman