Create divide and conquer, dynamic programming, and greedy algorithms. Understand intractable problems, P vs NP and the use of integer programming solvers to tackle some of these problems.

Mathematics of Operations Research publishes articles concerned with mathematical and computational foundations of operations research, including optimization, mathematical and dynamic programming, ...

This paper proposes a new deep-learning-based algorithm for high-dimensional Bermudan option pricing. To the best of our knowledge, this is the first study of the arbitrary-order discretization scheme ...