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  1. No Access

    Reference Work Entry In depth

    Arbitrage in Frictional Foreign Exchange Market

    Mao-cheng Cai, **aotie Deng in Encyclopedia of Algorithms (2016)

  2. No Access

    Living Reference Work Entry In depth

    Arbitrage in Frictional Foreign Exchange Market

    Mao-cheng Cai, **aotie Deng in Encyclopedia of Algorithms

  3. No Access

    Reference Work Entry In depth

    Arbitrage in Frictional Foreign Exchange Market

    Mao-cheng Cai, **aotie Deng in Encyclopedia of Algorithms (2008)

  4. No Access

    Chapter and Conference Paper

    Restricted Core Stability of Flow Games

    In this paper, we introduce a kind of restricted core stability for flow games, which is a generalization of the core stability of simple flow games. We first give a characterization on the restricted core, an...

    Mao-cheng Cai, Qizhi Fang in Internet and Network Economics (2008)

  5. No Access

    Chapter and Conference Paper

    Computation of Arbitrage in a Financial Market with Various Types of Frictions

    In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of frictions under consideration include fixe...

    Mao-cheng Cai, **aotie Deng, Zhongfei Li in Algorithmic Applications in Management (2005)

  6. No Access

    Article

    Minimum k Arborescences with Bandwidth Constraints

    Let $G =(V,A)$ be a digraph with source $r$. A weight function $w$ and bandwidth constraint function $b$ (positive integer) on $A$ are given. We present algorithms for finding $k$ $r$-arborescences in $G$ wit...

    Mao-cheng Cai, **aotie Deng, Lusheng Wang in Algorithmica (2004)

  7. No Access

    Chapter and Conference Paper

    A PTAS for Minimizing Total Completion Time of Bounded Batch Scheduling

    We consider a batch processing system {p i: i = 1, 2,..., n} where p i is the processing time of job i, and up to B jobs can be processed together such that the handling time of a batc...

    Mao-Cheng Cai, **aotie Deng, Haodi Feng… in Integer Programming and Combinatorial Opti… (2002)