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We study the problem of super-replication for game options under proportional transaction costs. We consider a multidimensional continuous time model, in which the discounted stock price process satisfies the conditional full support…

Portfolio Management · Quantitative Finance 2012-03-12 Yan Dolinsky

Let $P$ and $S$ be two disjoint sets of $n$ and $m$ points in the plane, respectively. We consider the problem of computing a Steiner tree whose Steiner vertices belong to $S$, in which each point of $P$ is a leaf, and whose longest edge…

Computational Geometry · Computer Science 2013-05-02 Ahmad Biniaz , Anil Maheshwari , Michiel Smid

Given in the plane a set $S$ of $n$ points and a set of disks centered at these points, the disk graph $G(S)$ induced by these disks has vertex set $S$ and an edge between two vertices if their disks intersect. Note that the disks may have…

Computational Geometry · Computer Science 2025-10-08 Bruce W. Brewer , Haitao Wang

The parametric shortest path problem is to find the shortest paths in graph where the edge costs are of the form w_ij+lambda where each w_ij is constant and lambda is a parameter that varies. The problem is to find shortest path trees for…

Data Structures and Algorithms · Computer Science 2015-06-02 Neal Young , Robert Tarjan , James Orlin

In the dynamic Single-Source Shortest Paths (SSSP) problem, we are given a graph $G=(V,E)$ subject to edge insertions and deletions and a source vertex $s\in V$, and the goal is to maintain the distance $d(s,t)$ for all $t\in V$.…

Data Structures and Algorithms · Computer Science 2020-01-30 Maximilian Probst Gutenberg , Virginia Vassilevska Williams , Nicole Wein

We are interested in embedding trees T with maximum degree at most four in a rectangular grid, such that the vertices of T correspond to grid points, while edges of T correspond to non-intersecting straight segments of the grid lines. Such…

Combinatorics · Mathematics 2021-09-08 V. T. F. Luca , F. S. Oliveira , J. L. Szwarcfiter

Given a graph $G=(V,E)$, the minimum branch vertices problem consists in finding a spanning tree $T=(V,E')$ of $G$ minimizing the number of vertices with degree greater than two. We consider a simple combinatorial lower bound for the…

Discrete Mathematics · Computer Science 2016-07-04 Rafael A. Melo , Phillippe Samer , Sebastián Urrutia

The shortest path problem in graphs is fundamental to AI. Nearly all variants of the problem and relevant algorithms that solve them ignore edge-weight computation time and its common relation to weight uncertainty. This implies that taking…

Data Structures and Algorithms · Computer Science 2024-03-29 Eyal Weiss , Ariel Felner , Gal A. Kaminka

We introduce a new bilevel version of the classic shortest path problem and completely characterize its computational complexity with respect to several problem variants. In our problem, the leader and the follower each control a subset of…

Data Structures and Algorithms · Computer Science 2026-02-19 Dorothee Henke , Lasse Wulf

We consider the problem of constructing a graph of minimum degree $k\ge 1$ in the following controlled random graph process, introduced recently by Frieze, Krivelevich and Michaeli. Suppose the edges of the complete graph on $n$ vertices…

Combinatorics · Mathematics 2024-01-30 Kyriakos Katsamaktsis , Shoham Letzter

Stochastic patrol routing is known to be advantageous in adversarial settings; however, the optimal choice of stochastic routing strategy is dependent on a model of the adversary. We adopt a worst-case omniscient adversary model from the…

Systems and Control · Electrical Eng. & Systems 2025-04-10 Yohan John , Gilberto Diaz-Garcia , Xiaoming Duan , Jason R. Marden , Francesco Bullo

In minimum power network design problems we are given an undirected graph $G=(V,E)$ with edge costs $\{c_e:e \in E\}$. The goal is to find an edge set $F\subseteq E$ that satisfies a prescribed property of minimum power $p_c(F)=\sum_{v \in…

Data Structures and Algorithms · Computer Science 2024-03-13 Zeev Nutov

We study the problem of distance-preserving graph compression for weighted paths and trees. The problem entails a weighted graph $G = (V, E)$ with non-negative weights, and a subset of edges $E^{\prime} \subset E$ which needs to be removed…

Data Structures and Algorithms · Computer Science 2024-09-19 Amirali Madani , Anil Maheshwari

In the game of pegging, each vertex of a graph is considered a hole into which a peg can be placed. A pegging move is performed by jumping one peg over another peg, and then removing the peg that has been jumped over from the graph. We…

Combinatorics · Mathematics 2011-03-03 Ariel Levavi

The Edge Multicut problem is a classical cut problem where given an undirected graph $G$, a set of pairs of vertices $\mathcal{P}$, and a budget $k$, the goal is to determine if there is a set $S$ of at most $k$ edges such that for each…

Data Structures and Algorithms · Computer Science 2022-05-23 Esther Galby , Dániel Marx , Philipp Schepper , Roohani Sharma , Prafullkumar Tale

We study a Stackelberg game to examine how two agents determine to cooperate while competing with each other. Each selects an arrival time to a destination, the earlier one fetching a higher reward. There is, however, an inherent penalty in…

Computer Science and Game Theory · Computer Science 2024-07-30 Chenlan Wang , Mehrdad Moharrami , Mingyan Liu

Let $G$ be a unit disk graph in the plane defined by $n$ disks whose positions are known. For the case when $G$ is unweighted, we give a simple algorithm to compute a shortest path tree from a given source in $O(n\log n)$ time. For the case…

Computational Geometry · Computer Science 2014-11-19 Sergio Cabello , Miha Jejčič

The eccentricity matrix $\varepsilon(G)$ of a graph $G$ is constructed from the distance matrix of $G$ by keeping only the largest distances for each row and each column. This matrix can be interpreted as the opposite of the adjacency…

Combinatorics · Mathematics 2021-04-26 Xiaocong He

We study reachability and shortest paths problems in dynamic directed graphs. Whereas algebraic dynamic data structures supporting edge updates and reachability/distance queries have been known for quite a long time, they do not, in…

Data Structures and Algorithms · Computer Science 2022-04-01 Adam Karczmarz , Anish Mukherjee , Piotr Sankowski

Given a graph $G$ rooted at a vertex $r$ and weight functions, $\gamma, \tau: E(G) \rightarrow \mathbb{R}$, the generalized cable-trench problem (CTP) is to find a single spanning tree that simultaneously minimizes the sum of the total edge…

Combinatorics · Mathematics 2025-02-12 Mya Davis , Carl Hammarsten , Siddarth Menon , Maria Pasaylo , Dane Sheridan