English
Related papers

Related papers: The Discrete Sell or Hold Problem with Constraints…

200 papers

In this work, we study the task of estimating the numbers of distinct and $k$-occurring items in a time window under the constraint of differential privacy (DP). We consider several variants depending on whether the queries are on general…

Data Structures and Algorithms · Computer Science 2022-11-22 Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Jelani Nelson

In this paper, we consider the problem of designing Differentially Private (DP) algorithms for Stochastic Convex Optimization (SCO) on heavy-tailed data. The irregularity of such data violates some key assumptions used in almost all…

Machine Learning · Computer Science 2020-10-22 Di Wang , Hanshen Xiao , Srini Devadas , Jinhui Xu

We consider the fundamental problem of selecting $k$ out of $n$ random variables in a way that the expected highest or second-highest value is maximized. This question captures several applications where we have uncertainty about the…

Computer Science and Game Theory · Computer Science 2020-12-16 Aranyak Mehta , Uri Nadav , Alexandros Psomas , Aviad Rubinstein

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

A Constraint Satisfaction Problem (CSP) is a computational problem where we are given variables and constraints about them; the question is whether the variables can be assigned values such that all constraints are satisfied. We give an…

Logic in Computer Science · Computer Science 2022-04-01 Michael Pinsker

The non-emptiness, called the Domino Problem, and the characterization of the possible entropies of $\mathbb{Z}^2$-subshifts of finite type are standard problems of symbolic dynamics. In this article we study these questions with horizontal…

Dynamical Systems · Mathematics 2024-10-07 Solène J. Esnay , Mathieu Sablik

We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…

Probability · Mathematics 2014-07-18 Jiatu Cai , Masaaki Fukasawa , Mathieu Rosenbaum , Peter Tankov

A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…

Optimization and Control · Mathematics 2016-04-05 Xiaojun Zhou

Selectivity estimation - the problem of estimating the result size of queries - is a fundamental problem in databases. Accurate estimation of query selectivity involving multiple correlated attributes is especially challenging. Poor…

Databases · Computer Science 2019-06-19 Shohedul Hasan , Saravanan Thirumuruganathan , Jees Augustine , Nick Koudas , Gautam Das

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

In this paper, we give efficient algorithms and lower bounds for solving the heavy hitters problem while preserving differential privacy in the fully distributed local model. In this model, there are n parties, each of which possesses a…

Data Structures and Algorithms · Computer Science 2018-03-16 Justin Hsu , Sanjeev Khanna , Aaron Roth

This contribution deals with a two-level discrete decision problem, a so-called Stackelberg strategic game: A Subset Sum setting is addressed with a set $N$ of items with given integer weights. One distinguished player, the leader, may…

Discrete Mathematics · Computer Science 2018-01-12 Ulrich Pferschy , Gaia Nicosia , Andrea Pacifici

We demonstrate a polynomial approach to express the decision version of the directed Hamiltonian Cycle Problem (HCP), which is NP-Complete, as the Solvability of a Polynomial Equation with a constant number of variables, within a bounded…

Computational Complexity · Computer Science 2011-11-10 Deepak Chermakani

The model of Dynamic Meta-Constraints has special activity constraints which can activate other constraints. It also has meta-constraints which range over other constraints. An algorithm is presented in which constraints can be assigned one…

Programming Languages · Computer Science 2007-05-23 Janet van der Linden

We develop a robust framework for pricing and hedging of derivative securities in discrete-time financial markets. We consider markets with both dynamically and statically traded assets and make minimal measurability assumptions. We obtain…

Mathematical Finance · Quantitative Finance 2018-02-08 Matteo Burzoni , Marco Frittelli , Zhaoxu Hou , Marco Maggis , Jan Obłój

Recent efforts to develop trustworthy AI systems have increased interest in learning problems with explicit requirements, or constraints. In deep learning, however, such problems are often handled through fixed weighted-sum penalization:…

Machine Learning · Computer Science 2026-05-08 Juan Ramirez , Meraj Hashemizadeh , Simon Lacoste-Julien

The focus of this paper is on identifying the most effective selling strategy for pairs trading of stocks. In pairs trading, a long position is held in one stock while a short position is held in another. The goal is to determine the…

Mathematical Finance · Quantitative Finance 2023-07-31 Ruyi Liu , Jingzhi Tie , Zhen Wu , Qing Zhang

We study the problem of counting the number of distinct elements in a dataset subject to the constraint of differential privacy. We consider the challenging setting of person-level DP (a.k.a. user-level DP) where each person may contribute…

Data Structures and Algorithms · Computer Science 2023-10-30 Alexander Knop , Thomas Steinke

Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…

Optimization and Control · Mathematics 2016-03-14 Kai Kellner

Constrained sampling and counting are two fundamental problems in artificial intelligence with a diverse range of applications, spanning probabilistic reasoning and planning to constrained-random verification. While the theory of these…

Artificial Intelligence · Computer Science 2015-12-22 Kuldeep S. Meel , Moshe Vardi , Supratik Chakraborty , Daniel J. Fremont , Sanjit A. Seshia , Dror Fried , Alexander Ivrii , Sharad Malik
‹ Prev 1 3 4 5 6 7 10 Next ›