56 citations · 364 across the 23 of their papers we have counts for
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math.OC2018★ 7 cited
Improved linear programming methods for checking avoiding sure loss
Nawapon Nakharutai, Matthias C. M. Troffaes, Camila C. S. Caiado
We review the simplex method and two interior-point methods (the affine scaling and the primal-dual) for solving linear programming problems for checking avoiding sure loss, and pr…
stat.CO2018★ 30 cited
Imprecise Monte Carlo simulation and iterative importance sampling for the estimation of lower previsions
Matthias C. M. Troffaes
We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a…