The travelling salesman problem (TSP) remains one of the most challenging NP‐hard problems in combinatorial optimisation, with significant implications for logistics, network design and route planning ...
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 ...
Abstract: With the widespread use of network applications (VoIP, IPTV, etc.) which are sensitive to multiple QoS parameters (delay, jitter, error rate, financial cost ...