Country: United States

Found 17049 papers in total
Local Indices for Degenerate Variational Inequalities
Local Indices for Degenerate Variational Inequalities
2008,
We provide an index formula for solutions of variational inequality problems defined...
Total Dual Integrality of Rothblum's Description of the Stable-Marriage Polyhedron
Total Dual Integrality of Rothblum's Description of the Stable-Marriage Polyhedron
2008,
Rothblum showed that the convex hull of the stable matchings of a bipartite preference...
An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem
An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem
2008,
We consider a canonical revenue management problem in a network setting where the goal...
Norm-Induced Densities and Testing the Boundedness of a Convex Set
Norm-Induced Densities and Testing the Boundedness of a Convex Set
2008,
In this paper, we explore properties of a family of probability density functions,...
Alternating Projections on Manifolds
Alternating Projections on Manifolds
2008,
We prove that if two smooth manifolds intersect transversally, then the method of...
Packing d-Dimensional Bins in d Stages
Packing d-Dimensional Bins in d Stages
2008,
We consider the d –dimensional bin–packing problem, the most relevant...
Asymptotically Optimal Admission Control of a Queue with Impatient Customers
Asymptotically Optimal Admission Control of a Queue with Impatient Customers
2008,
We consider a GI/G/1 queue with impatient customers in heavy traffic. We use...
Facets of Two-Dimensional Infinite Group Problems
Facets of Two-Dimensional Infinite Group Problems
2008,
In this paper, we lay the foundation for the study of the two–dimensional mixed...
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
2008,
We study two different decomposition algorithms for the general (nonconvex) partially...
Refinement Derivatives and Values of Games
Refinement Derivatives and Values of Games
2008,
A definition of setwise differentiability for set functions is given through refining...
Domination Between Traffic Matrices
Domination Between Traffic Matrices
2008,
A traffic matrix D 1 dominates a traffic matrix D 2 if any capacity reservation...
Optimal Control of Distributed Parallel Server Systems Under the Halfin and Whitt Regime
Optimal Control of Distributed Parallel Server Systems Under the Halfin and Whitt Regime
2008,
We consider a distributed parallel server system that consists of multiple server...
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
2008,
Successful efficient rare–event simulation typically involves using importance...
Heavy-Traffic Limits of Queueing Networks with Polling Stations: Brownian Motion in a Wedge
Heavy-Traffic Limits of Queueing Networks with Polling Stations: Brownian Motion in a Wedge
2008,
We consider two serial single–server stations in heavy traffic. There are two...
On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP
On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP
2008,
We consider the average cost problem for partially observable Markov decision...
Scaling Limits for Cumulative Input Processes
Scaling Limits for Cumulative Input Processes
2007,
We study different scaling behavior of very general telecommunications cumulative...
A Minority Game with Bounded Recall
A Minority Game with Bounded Recall
2007,
This paper studies a repeated minority game with public signals, symmetric bounded...
Bargaining Sets of Majority Voting Games
Bargaining Sets of Majority Voting Games
2007,
Let A be a finite set of m alternatives, let N be a finite set of n players, and let R...
Variational Analysis in Nonsmooth Optimization and Discrete Optimal Control
Variational Analysis in Nonsmooth Optimization and Discrete Optimal Control
2007,
This paper is devoted to applications of modern methods of variational analysis to...
Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
2007,
In this paper, we consider two fundamental inventory models, the single–period...
Workload Interpretation for Brownian Models of Stochastic Processing Networks
Workload Interpretation for Brownian Models of Stochastic Processing Networks
2007,
Brownian networks are a class of stochastic system models that can arise as heavy...
On the Spanning Property of Risk Bonds Priced by Equilibrium
On the Spanning Property of Risk Bonds Priced by Equilibrium
2007,
We propose a method of pricing financial securities written on nontradable underlyings...
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
2007,
For general state and action space Markov decision processes, we present sufficient...
Complex Matrix Decomposition and Quadratic Programming
Complex Matrix Decomposition and Quadratic Programming
2007,
This paper studies the possibilities of the linear matrix inequality characterization...
Papers per page: