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    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)

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    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)

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    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)