Country: Germany

Found 3096 papers in total
Nash implementation of competitive equilibria in the job-matching market
Nash implementation of competitive equilibria in the job-matching market
2009,
This paper studies Nash implementation in the job-matching market where each worker...
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
2009,
We consider a stochastic control problem over an infinite horizon where the state...
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
2009,
We approximate the price of the American put for jump diffusions by a sequence of...
A pairwise-monotonic core selection for permutation games
A pairwise-monotonic core selection for permutation games
2009,
In this article, a single-valued solution for permutation games is proposed. If we...
Opportune moment strategies for a cost spanning tree game
Opportune moment strategies for a cost spanning tree game
2009,
Cost spanning tree problems concern the construction of a tree which provides a...
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
2009,
We consider the problem of optimally allocating the seats on a single flight leg to...
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
2009,
This work is concerned with controlled Markov chains with finite state and action...
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
2009,
This paper deals with denumerable-state continuous-time controlled Markov chains with...
Can properly discounted projects follow geometric Brownian motion?
Can properly discounted projects follow geometric Brownian motion?
2009,
The geometric Brownian motion is routinely used as a dynamic model of underlying...
Robust static hedging of barrier options in stochastic volatility models
Robust static hedging of barrier options in stochastic volatility models
2009,
Static hedge portfolios for barrier options are extremely sensitive with respect to...
A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
2009,
In this paper, we introduce a one-parametric class of smoothing functions which...
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
2009,
Relay nodes in an ad hoc network can be modelled as fluid queues, in which the...
A general approach to Bayesian portfolio optimization
A general approach to Bayesian portfolio optimization
2009,
We develop a general approach to portfolio optimization taking account of estimation...
Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
2009,
We consider a production model with two facilities sharing a resource during a time...
Random walk, birth-and-death process and their fluid approximations: absorbing case
Random walk, birth-and-death process and their fluid approximations: absorbing case
2009,
Fluid models are used to study functionals of the underlying random processes. Instead...
Extension of the Weiszfeld procedure to a single facility minisum location model with mixed l p norms
Extension of the Weiszfeld procedure to a single facility minisum location model with mixed l p norms
2009,
This paper presents a general mixed-norm minisum problem for locating a single...
Dynamic mean-risk optimization in a binomial model
Dynamic mean-risk optimization in a binomial model
2009,
We consider a dynamic mean-risk problem, where the risk constraint is given by the...
Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
2009,
We give an equation reformulation of the Karush–Kuhn–Tucker (KKT)...
A continuous-time search model with job switch and jumps
A continuous-time search model with job switch and jumps
2009,
We study a new search problem in continuous time. In the traditional approach, the...
A hybrid multilevel approach for aeroelastic optimization of composite wing-box
A hybrid multilevel approach for aeroelastic optimization of composite wing-box
2009,
The quest for finding optimum solutions to engineering problems has been existing for...
The core of games on ordered structures and graphs
The core of games on ordered structures and graphs
2009,
In cooperative games, the core is the most popular solution concept, and its...
Minimum formwork stock problem on residential buildings construction sites
Minimum formwork stock problem on residential buildings construction sites
2009,
The Minimum Formwork Stock problem (MFS) consists in minimizing the quantity of...
Some classical combinatorial problems on circulant and claw-free graphs: the isomorphism and coloring problems on circulant graphs and the stable set problem on claw-free graphs
Some classical combinatorial problems on circulant and claw-free graphs: the isomorphism and coloring problems on circulant graphs and the stable set problem on claw-free graphs
2009,
This is a summary of the author's Ph.D. thesis supervised by Sara Nicoloso and...
Planning in tourism and public transportation
Planning in tourism and public transportation
2009,
This is a summary of the author's Ph.D. thesis supervised by Dirk Van Oudheusden and...
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