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20092023

most citedSolving unconstrained 0-1 polynomial programs through quadratic convex reformulation

22 citations

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math.PR2023

The $L^{2}$ -norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H > \frac{1}{2}$

Alberto Ohashi, Francesco Russo

In this article, we present the exact expression of the $L^{2}$ -norm of the forward stochastic integral driven by the multi-dimensional fractional Brownian motion with parameter $\fr…

math.PR2023

The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H < \frac{1}{2}$

Alberto Ohashi, Francesco Russo, Frederi Viens

In this work, we present a detailed analysis on the exact expression of the $L^{2}$ -norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Br…

math.OC2023★ 5 cited

Compact MILP formulations for the $p$ -center problem

Zacharie Ales, Sourour Elloumi

The p-center problem consists in selecting p centers among M to cover N clients, such that the maximal distance between a client and its closest selected center is minimized. For t…

The L2-norm of the forward stochastic integral w.r.t. Fractional Brownian motion H>21​

The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion H<21​

Compact MILP formulations for the p-center problem

The $L^{2}$ -norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H > \frac{1}{2}$

The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H < \frac{1}{2}$

Compact MILP formulations for the $p$ -center problem