Publications

Optimal stopping problems for running minima with positive discounting rates
Gapeev, Pavel V. (2020) Optimal stopping problems for running minima with positive discounting rates. Statistics and Probability Letters. ISSN 0167-7152 (In Press)
A functional equation of tail-balance for continuous signals in the Condorcet jury theorem
Ostaszewski, Adam, Alpern, Steve and Chen, Bo (2020) A functional equation of tail-balance for continuous signals in the Condorcet jury theorem. Aequationes Mathematicae. ISSN 0001-9054 (In Press)
Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffsHi
Gapeev, Pavel V., Kort, Peter M. and Lavrutich, Maria (2020) Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffsHi. Advances in Applied Probability. ISSN 0001-8678 (In Press)
Large-width machine learning algorithm
Anthony, Martin and Ratsaby, Joel (2020) Large-width machine learning algorithm. Progress in Artificial Intelligence. ISSN 2192-6360 (In Press)
On the existence of spatially tempered null solutions to linear constant coefficient PDES
Sasane, Amol (2020) On the existence of spatially tempered null solutions to linear constant coefficient PDES. Israel Journal of Mathematics. ISSN 0021-2172 (In Press)
The Steinhaus-Weil property: II. The Simmons-Mospan Converse
Bingham, N. H. and Ostaszewski, Adam (2020) The Steinhaus-Weil property: II. The Simmons-Mospan Converse. Sarajevo Journal of Mathematics. ISSN 1840-0655 (In Press)
Upper density of monochromatic infinite paths
Corsten, Jan, DeBiasio, Louis, Lamaison, Ander and Lang, Richard (2020) Upper density of monochromatic infinite paths. Advances in Combinatronics, 2019 (4). ISSN 2517-5599
On the odd cycle game and connected rules
Corsten, Jan, Mond, Adva, Pokrovskiy, Alexey, Spiegel, Christoph and Szabó, Tibor (2020) On the odd cycle game and connected rules. European Journal of Combinatorics, 89. ISSN 0195-6698
A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
Dadush, Daniel, Huiberts, Sophie, Natura, Bento and Végh, László A. (2020) A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix. In: Makarychev, Konstantin, Makarychev, Yury, Tulsiani, Madhur, Kamath, Gautam and Chuzhoy, Julia, (eds.) STOC 2020 - Proceedings of the 52nd Annual ACM SIGACT Symposium on Theory of Computing. Proceedings of the Annual ACM Symposium on Theory of Computing. Association for Computing Machinery, USA, pp. 761-774. ISBN 9781450369794
Approximate multi-matroid intersection via iterative refinement
Linhares, André, Olver, Neil, Swamy, Chaitanya and Zenklusen, Rico (2020) Approximate multi-matroid intersection via iterative refinement. Mathematical Programming. ISSN 0025-5610
Monomial tropical cones for multicriteria optimization
Joswig, Michael and Loho, Georg (2019) Monomial tropical cones for multicriteria optimization. In: Emmerich, Michael T. M., Deutz, Andre H., Hille, Sander C. and Sergeyev, Yaroslav D., (eds.) Proceedings LeGO - 14th International Global Optimization Workshop. AIP Conference Proceedings. American Institute of Physics Inc., NLD. ISBN 9780735417984
Abstract tropical linear programming
Loho, Georg (2020) Abstract tropical linear programming. Electronic Journal of Combinatorics, 27 (2). ISSN 1077-8926
Matching fields and lattice points of simplices
Loho, Georg and Smith, Ben (2020) Matching fields and lattice points of simplices. Advances in Mathematics, 370. ISSN 0001-8708
Strong Nash equilibria and mixed strategies
Braggion, Eleonora, Gatti, Nicola, Lucchetti, Roberto, Sandholm, Thomas and Von Stengel, Bernhard ORCID: 0000-0002-3488-8322 (2020) Strong Nash equilibria and mixed strategies. International Journal of Game Theory. ISSN 1432-1270
Impact of proportional transaction costs on systematically generated portfolios
Ruf, Johannes and Xie, Kangjianan (2020) Impact of proportional transaction costs on systematically generated portfolios. SIAM Journal on Financial Mathematics. ISSN 1945-497X (In Press)
Filtration shrinkage, the structure of deflators, and failure of market completeness
Kardaras, Constantinos and Ruf, Johannes (2020) Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics. ISSN 0949-2984 (In Press)
Cryptocurrencies: protocols for consensus
Lewis-Pye, Andrew (2020) Cryptocurrencies: protocols for consensus. Notices of the American Mathematical Society. (In Press)
Swarm path planning for the deployment of drones in emergency response missions
Papadaki, Katerina (2020) Swarm path planning for the deployment of drones in emergency response missions. In: Proceedings of the 2020 International Conference on Unmanned Aircraft Systems. IEEE, GRC. (In Press)
Performance of the smallest-variance-first rule in appointment sequencing
de Kemp, Madelon A, Mandjes, Michel and Olver, Neil (2020) Performance of the smallest-variance-first rule in appointment sequencing. Operations Research. ISSN 0030-364X (In Press)
Improved approximation algorithms for inventory problems
Bosman, Thomas and Olver, Neil (2020) Improved approximation algorithms for inventory problems. In: Bienstock, Daniel and Zambelli, Giacomo, (eds.) Integer Programming and Combinatorial Optimization - 21st International Conference, IPCO 2020, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Springer, GBR, 91 - 103. ISBN 9783030457709

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Publications

Below is the list of the Department's recent research publications. This information is generated by an RSS feed from LSE Research Online, and shows the most recent 20 publications (either published, or accepted for publication).

CDAM Research Report Series from 1991 - 2009