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08/07/2023
Feasible approximation of matching equilibria for large-scale matching for teams problems
We propose a numerical algorithm for computing approximately optimal sol...
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05/11/2022
Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
We consider a general class of two-stage distributionally robust optimiz...
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04/07/2022
Binary Spatial Random Field Reconstruction from Non-Gaussian Inhomogeneous Time-series Observations
We develop a new model for binary spatial random field reconstruction of...
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03/03/2022