Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...

This paper investigates conditions under which stochastic dynamic programs easily reduce to static deterministic programs. The conditions, though strict, are still rich enough to aid in the solution ...

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 ...

Gemini's solutions for this year's ICPC were scored by the event coordinators, but Google also turned Gemini 2.5 loose on previous ICPC problems. The company reports that its internal analysis showed ...

*Note: This course description is only applicable for the Computer Science Post-Baccalaureate program. Additionally, students must always refer to course syllabus for the most up to date information.