Linear approximations to Euler equations imply a linear relationship between expected consumption growth and uncertainty in consumption growth, with a slope coefficient that is a function of the ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

The present paper is concerned with a development of a penalty/finite-element approximation of a class of unilateral problems in linear elasticity. A penalty method is applied to resolve the ...