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The pricing problem. Part II: Computational complexity

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Abstract

In this paper, we show that the problem under study is in the class Log-APX, cannot be approximate with absolute error bounded by a constant, and the associated evaluation problem is nontrivial in the class Δ p2 . The two cases of the problem solvable in polynomial time are provided.

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, pr. Akad. Koptyuga 4, Novosibirsk, 630090, Russia

    A. V. Plyasunov & A. A. Panin

  2. Novosibirsk State University, ul. Pirogova 2, Novosibirsk, 630090, Russia

    A. V. Plyasunov & A. A. Panin

Authors
  1. A. V. Plyasunov
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  2. A. A. Panin
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Correspondence to A. V. Plyasunov.

Additional information

Original Russian Text © A.V. Plyasunov, A.A. Panin, 2012, published in Diskretnyi Analiz i Issledovanie Operatsii, 2012, Vol. 19, No. 6, pp. 56–71.

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Plyasunov, A.V., Panin, A.A. The pricing problem. Part II: Computational complexity. J. Appl. Ind. Math. 7, 420–430 (2013). https://doi.org/10.1134/S1990478913030150

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  • DOI: https://doi.org/10.1134/S1990478913030150

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