Related papers: Quadratic Payments with constrained probabilities
Let Q be a non-singular quadratic form with integer coefficients. When Q is indefinite we provide new upper bounds for the least non-trivial integral solution to the equation Q=0. When Q is positive definite we provide improved upper bounds…
Mean-payoff games play a central role in quantitative synthesis and verification. In a single-dimensional game a weight is assigned to every transition and the objective of the protagonist is to assure a non-negative limit-average weight.…
Along this work we study an indefinite abstract smoothing problem. After establishing necessary and sufficient conditions for the existence of solutions to this problem, the set of admissible parameters is discussed in detail. Then, its…
We prove that any function with real-valued coefficients, whose input is 4 binary variables and whose output is a real number, is perfectly equivalent to a quadratic function whose input is 5 binary variables and is minimized over the new…
We study a model of temporal voting where there is a fixed time horizon, and at each round the voters report their preferences over the available candidates and a single candidate is selected. Prior work has adapted popular notions of…
We investigate the computational issues related to the memory size in the estimation of quadratic covariation, taking into account the specifics of financial ultra-high-frequency data. In multivariate price processes, we consider both…
This work numerically examines the temporal and spectral properties of a quadratic map. The quadratic map described in this study has quadratic non-linearity, and its theoretical analysis poses a challenge. Additionally, this map can be…
This work explores fundamental modeling and algorithmic issues arising in the well-established MapReduce framework. First, we formally specify a computational model for MapReduce which captures the functional flavor of the paradigm by…
We propose a new approach for the study of the quadratic stochastic Euclidean bipartite matching problem between two sets of $N$ points each, $N\gg 1$. The points are supposed independently randomly generated on a domain…
We introduce techniques to analyze unitary operations in terms of quadratic form expansions, a form similar to a sum over paths in the computational basis when the phase contributed by each path is described by a quadratic form over…
We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…
A sampling-based optimization method for quadratic functions is proposed. Our method approximately solves the following $n$-dimensional quadratic minimization problem in constant time, which is independent of $n$: $z^*=\min_{\mathbf{v} \in…
The window mean-payoff objective strengthens the classical mean-payoff objective by computing the mean-payoff over a finite window that slides along an infinite path. Two variants have been considered: in one variant, the maximum window…
In this paper new analytical and numerical approaches to valuating path-dependent options of European type have been developed. The model of stochastic volatility as a basic model has been chosen. For European options we could improve the…
Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are…
Repeated game has long been the touchstone model for agents' long-run relationships. Previous results suggest that it is particularly difficult for a repeated game player to exert an autocratic control on the payoffs since they are jointly…
The uncertainty relation is a fundamental concept in quantum theory, plays a pivotal role in various quantum information processing tasks. In this study, we explore the additive uncertainty relation pertaining to two or more observables, in…
The algebra of transactions as fundamental measurements is constructed on the basis of the analysis of their properties and represents an expansion of the Boolean algebra. The notion of the generalized economic measurements of the economic…
In an incomplete semimartingale model of a financial market, we consider several risk-averse financial agents who negotiate the price of a bundle of contingent claims. Assuming that the agents' risk preferences are modelled by convex…
A new geometric representation of qubit and qutrit states based on probability simplexes is used to describe the separability and entanglement properties of density matrices of two qubits. The Peres--Horodecki positive partial transpose…