Linear approximations to Euler equations imply a linear relationship between expected consumption growth and uncertainty in consumption growth, with a slope coefficient that is a function of the ...

Bruce L. Chalmers, The Remez Exchange Algorithm for Approximation With Linear Restrictions, Transactions of the American Mathematical Society, Vol. 223 (Oct., 1976), pp. 103-131 ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...