Developing a branching scheme that is compatible with the column generation procedure can be challenging. Application specific and generic schemes have been proposed in the literature, but they have their drawbacks. One generic scheme is to implement standard branching in the space of the compact formulation to which the Dantzig-Wolfe reformulation was applied. However, in the presence of multi...

We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versions with jumps. The method is based on the eigenfunction expansion of the pricing operator. Given the set of call and put dates, the callable and putable bond pricing function is the value function...

BACKGROUND Grocery stores and community settings are important and promising venues for environmental, policy, and pricing initiatives to increase fruit and vegetable intake. This article examines supermarket-based and community environmental, policy, and pricing strategies for increasing intake of fruits and vegetables and identifies promising strategies, research needs, and innovative opportu...

In earlier work, we had proposed a pricing model in which service prices are based on QoS (resources consumed) and longterm user demand, and also have a congestion-sensitive component to motivate rate and service adaptation by applications with elastic demand. The network is provisioned to provide multiple services, with short-term, dynamic configuration of network resources. Congestion pricing...

The Fast Fourier Transform (FFT) has been used in many scientific and engineering applications. The use of FFT for financial derivatives has been gaining momentum in the recent past. In this thesis, i) we have improved a recently proposed model of FFT for pricing financial derivatives to help design an efficient parallel algorithm. The improved mathematical model put forth in our research bridg...

The rapid development of Electric Vehicles (EVs) seen in recent years has been drawing increasing attentions from the public, markets, decision-makers, and academia. Notwithstanding the progress, issues still remain. Because of the widely complained disadvantages of limited battery capacity and long charging time, charging convenience has become a top concern that greatly hinders the adoption o...

the strategic pricing decisions of assembly products in assembly products supply chain are studied in this paper. firstly, a two-stage assembly products supply chain model is developed. by building nash game model, the nash equilibrium solution of pricing strategy of supplier and assemblers is obtained. next, a union decision model is built to analyze the optimal combination pricing strategy of...

Why are pricing issues the key to infrastructure investment and future growth of the Internet? The Economics of network management I t is not surprising that researchers in network technology are utilizing ideas from the field of economics since it provides the conceptual understanding of underlying constructs such as usage and resource allocation. Proper resource allocation plays a key role in...

ROBERT J. ERHARDT: Approximate Bayesian Computing for Spatial Extremes. (Under the direction of Richard L. Smith.) Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian approaches. Here we present a Bayesian approach t...