Mathematics of Computation, Vol. 79, No. 269 (JANUARY 2010), pp. 125-146 (22 pages) We provide a convergence result for numerical schemes approximating nonlocal front propagation equations. Our ...

This is a preview. Log in through your library . Abstract The single-item stochastic inventory control problem is to find an inventory replenishment policy in the presence of independent discrete ...

Geometric optimisation and approximation algorithms form a vibrant research area that intersects computational geometry, combinatorial optimisation and algorithm design. Researchers are dedicated to ...

This paper proposes a new deep-learning-based algorithm for high-dimensional Bermudan option pricing. To the best of our knowledge, this is the first study of the arbitrary-order discretization scheme ...

This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in the Hilbert space projection theorem. Moreover, we apply ...

Statistical Approximation Theory and Operators is a vibrant area within applied mathematics that investigates how diverse families of operators can be utilised to ...