Related papers: Quadratic Payments with constrained probabilities
The problem of minimization of a quadratic functional depending on great number of binary variables is examined. 3 variants of minimization procedure are studied with the aid of computer simulation for spin-glass matrices. It is shown that…
We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a…
In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…
In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the…
We characterize the optimal reward functions (scoring rules) that incentivize an agent to acquire information and report it truthfully to the principal. The optimal scoring rules let the agent make a simple binary bet in single-dimensional…
The classical quadratic formula and some of its lesser known variants for solving the quadratic equation are reviewed. Then, a new formula for the roots of a quadratic polynomial is presented.
In this work we generalize standard Decision Theory by assuming that two outcomes can also be incomparable. Two motivating scenarios show how incomparability may be helpful to represent those situations where, due to lack of information,…
Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…
In this paper, we derive the quadratic formula as a consequence of constructively proving the existence of standard and factored forms for general form real quadratic functions. Emphasis is put on connections to graphing of corresponding…
A randomised trapezoidal quadrature rule is proposed for continuous functions which enjoys less regularity than commonly required. Indeed, we consider functions in some fractional Sobolev space. Various error bounds for this randomised rule…
Quadratic systems of equations appear in several applications. The results in this paper are motivated by quadratic systems of equations that describe equilibrium behavior of physical infrastructure networks like the power and gas grids.…
In this paper, relying on methods from proof mining, we provide a quantitative analysis of a theorem due to Xu, stating that an iteration strongly converges to the solution of a well known quadratic optimization problem. Rates of…
A novel algorithm for the computation of the quadratic numerical range is presented and exemplified yielding much better results in less time compared to the random vector sampling method. Furthermore, a bound on the probability for the…
This manuscript reviews theoretical results and applications related to quadratic forms in Gaussian random variables. It summarizes definitions, canonical representations, exact and approximate distributional results, numerical inversion…
Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar to one used to estimate nonlinear filter…
Although the growth of share-based payments with performance conditions (hereafter, SPPC) is prominent today, the theoretical price of SPPC has not been sufficiently studied. Reflecting such a situation, the current accounting standards for…
A quadratically constrained quadratic programming problem is considered in a Hilbert space setting, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are provided to guarantee that the…
A finitely generated quadratic module or preordering in the real polynomial ring is called stable, if it admits a certain degree bound on the sums of squares in the representation of polynomials. Stability, first defined explicitly by…
We consider idealized financial markets in which price paths of the traded securities are cadlag functions, imposing mild restrictions on the allowed size of jumps. We prove the existence of quadratic variation for typical price paths,…