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We introduce a natural generalization of the forward-starting options, first discussed by M. Rubinstein. The main feature of the contract presented here is that the strike-determination time is not fixed ex-ante, but allowed to be random,…

Pricing of Securities · Quantitative Finance 2015-04-15 Fabio Antonelli , Alessandro Ramponi , Sergio Scarlatti

The problem Orienteering asks whether there exists a walk which visits a number of sites without exceeding some fuel budget. In the variant of the problem we consider, the cost of each edge in the walk is dependent on the time we depart one…

Discrete Mathematics · Computer Science 2025-07-02 Timothée Corsini , Jessica Enright , Laura Larios-Jones , Kitty Meeks

Multipath TCP (MPTCP) is a transport layer protocol that allows network devices to transfer data over multiple concurrent paths, and hence, utilizes the network resources more effectively than does the traditional single-path TCP. However,…

Networking and Internet Architecture · Computer Science 2015-01-15 Tuan-Anh Le , Loc X. Bui

An innovative method based on the traversal of rays, originating from detected particles, through a three-dimensional grid of voxels is presented. The methodology has as main advantage that the outcome of the method is independent of the…

Fluid Dynamics · Physics 2020-08-07 Mickael Bourgoin , Sander Huisman

We address the problem of optimizing the performance of a dynamic system while satisfying hard safety constraints at all times. Implementing an optimal control solution is limited by the computational cost required to derive it in real…

Systems and Control · Electrical Eng. & Systems 2020-08-19 Wei Xiao , Christos G. Cassandras , Calin A. Belta

The paper focuses on two problems: (i) how to orient the edges of an undirected graph in order to maximize the number of ordered vertex pairs (x,y) such that there is a directed path from x to y, and (ii) how to orient the edges so as to…

Data Structures and Algorithms · Computer Science 2015-06-02 S. L. Hakimi , E. Schmeichel , Neal E. Young

This paper studies the optimality and complexity of Follow-the-Perturbed-Leader (FTPL) policy in size-invariant combinatorial semi-bandit problems. Recently, Honda et al. (2023) and Lee et al. (2024) showed that FTPL achieves…

Machine Learning · Computer Science 2025-07-23 Botao Chen , Junya Honda

This chapter studies the problem of traversing large graphs using the breadth-first search order on distributed-memory supercomputers. We consider both the traditional level-synchronous top-down algorithm as well as the recently discovered…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-15 Aydin Buluc , Scott Beamer , Kamesh Madduri , Krste Asanovic , David Patterson

Iterative methods for tomographic image reconstruction have great potential for enabling high quality imaging from low-dose projection data. The computational burden of iterative reconstruction algorithms, however, has been an impediment in…

Image and Video Processing · Electrical Eng. & Systems 2019-07-25 Kai Zhang , Alireza Entezari

In this paper, we solve unbalanced optimal transport (UOT) problem on surfaces represented by point clouds. Based on alternating direction method of multipliers algorithm, the original UOT problem can be solved by an iteration consists of…

Mathematical Physics · Physics 2025-04-23 Jiangong Pan , Wei Wan , Chenlong Bao , Zuoqiang Shi

We develop optimal control strategies for autonomous vehicles (AVs) that are required to meet complex specifications imposed as rules of the road (ROTR) and locally specific cultural expectations of reasonable driving behavior. We formulate…

Objects moving at high speed along complex trajectories often appear in videos, especially videos of sports. Such objects elapse non-negligible distance during exposure time of a single frame and therefore their position in the frame is not…

Computer Vision and Pattern Recognition · Computer Science 2020-06-03 Jan Kotera , Denys Rozumnyi , Filip Šroubek , Jiří Matas

Due to network practices such as traffic engineering and multi-homing, the number of routes---also known as IP prefixes---in the global forwarding tables has been increasing significantly in the last decade and continues growing in a super…

Networking and Internet Architecture · Computer Science 2018-10-15 Garegin Grigoryan , Yaoqing Liu , Michael Leczinsky , Jun Li

We study the problem of maintaining a breadth-first spanning tree and the induced BFS ordering in a directed graph under edge updates. While semi-dynamic algorithms are known, maintaining the spanning tree, level information, and numbering…

Data Structures and Algorithms · Computer Science 2026-04-15 Gregory Morse , Tamás Kozsik

In this paper, we develop a framework for the automatic taxiing of aircraft between hangar and take-off given a graph-based model of an airport. We implement a high-level path-planning algorithm that models taxiway intersections as nodes in…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Brooks A. Butler , Zarif Cabrera , Andy Nguyen , Philip E. Paré

Consider an input consisting of a set of $n$ disjoint triangular obstacles in $\mathbb{R}^3$ and a target point $t$ in the free space, all enclosed by a large sphere $S$ of radius $R$ centered at $t$. An articulated probe is modeled as two…

Computational Geometry · Computer Science 2020-11-25 Ovidiu Daescu , Ka Yaw Teo

Modern transportation network modeling increasingly involves the integration of diverse methodologies including sensor-based forecasting, reinforcement learning, classical flow optimization, and demand modeling that have traditionally been…

Optimization and Control · Mathematics 2025-07-08 Xuesong , Zhou , Taehooie Kim , Mostafa Ameli , Henan , Zhu , Yu- dai Honma , Ram M. Pendyala

In this short note, we show that cutting cycles of rods is fixed-parameter tractable by reducing the problem to computing a feedback vertex set in a mixed graph.

Computational Geometry · Computer Science 2020-04-13 Mitchell Jones

We construct an effective field theory (EFT) that captures the universal behavior of out-of-time-order correlators (OTOCs) at late times in generic quantum many-body systems with conservation laws. The EFT hinges on a generalization of the…

Strongly Correlated Electrons · Physics 2026-02-12 Ruchira Mishra , Jiaozi Wang , Silvia Pappalardi , Luca V. Delacrétaz

This document presents the full implementation details of BT-trees, a highly efficient ordered map, and an evaluation which compares BT-trees with unordered maps. BT- trees are often much faster than other ordered maps, and have comparable…

Data Structures and Algorithms · Computer Science 2015-05-07 Lars F. Bonnichsen , Christian W. Probst , Sven Karlsson