Country: United States

Found 17049 papers in total
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
2007,
It was established in Dupuis and Wang (2004, 2005) that importance sampling algorithms...
Subgame-Perfect Equilibria for Stochastic Games
Subgame-Perfect Equilibria for Stochastic Games
2007,
For an n –person stochastic game with Borel state space S and compact metric...
A Large Deviation Principle for Join the Shortest Queue
A Large Deviation Principle for Join the Shortest Queue
2007,
We consider a join–the–shortest–queue model, which is as follows....
Partially B-Regular Optimization and Equilibrium Problems
Partially B-Regular Optimization and Equilibrium Problems
2007,
This paper introduces a concept termed partial B–regularity for a feasible...
Lagrangian Relaxation via Ballstep Subgradient Methods
Lagrangian Relaxation via Ballstep Subgradient Methods
2007,
We exhibit useful properties of ballstep subgradient methods for convex optimization...
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
2007,
In this paper we discuss the sample average approximation (SAA) method for a class of...
Quasi-Product Forms for Lévy-Driven Fluid Networks
Quasi-Product Forms for Lévy-Driven Fluid Networks
2007,
We study stochastic tree fluid networks driven by a multidimensional Lévy...
The “Price of Anarchy” Under Nonlinear and Asymmetric Costs
The “Price of Anarchy” Under Nonlinear and Asymmetric Costs
2007,
In this paper we characterize the “price of anarchy,” i.e., the...
Algorithms for Single-Item Lot-Sizing Problems with Constant Batch Size
Algorithms for Single-Item Lot-Sizing Problems with Constant Batch Size
2007,
The main result of this paper is an O ( n 3 ) algorithm for the single–item...
Stochastic Search in a Forest Revisited
Stochastic Search in a Forest Revisited
2007,
We consider a generalization of the model of stochastic search in an out–forest,...
New Precedence Theorems for One-Machine Weighted Tardiness
New Precedence Theorems for One-Machine Weighted Tardiness
2007,
In an earlier paper by Emmons (1969), the problem of sequencing jobs on a single...
The Demand-Matching Problem
The Demand-Matching Problem
2007,
We examine formulations for the well–known b–matching problem in the...
Hilbert-Valued Perturbed Subgradient Algorithms
Hilbert-Valued Perturbed Subgradient Algorithms
2007,
We propose a Hilbert–valued perturbed subgradient algorithm with stochastic...
An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
2007,
We devise an algorithm for solving the infinite–dimensional linear programs that...
Adaptive Control Variates for Finite-Horizon Simulation
Adaptive Control Variates for Finite-Horizon Simulation
2007,
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed...
Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
2007,
We study properties of systems of linear constraints that are minimally infeasible...
The Role of Robust Optimization in Single-Leg Airline Revenue Management
The Role of Robust Optimization in Single-Leg Airline Revenue Management
2009,
In this paper, we introduce robust versions of the classical static and dynamic...
The Value of Partial Resource Pooling: Should a Service Network Be Integrated or Product-Focused?
The Value of Partial Resource Pooling: Should a Service Network Be Integrated or Product-Focused?
2009,
We investigate how dynamic resource substitution in service systems impacts capacity...
Exploring the Relationship Between Scientist Human Capital and Firm Performance: The Case of Biomedical Academic Entrepreneurs in the SBIR Program
Exploring the Relationship Between Scientist Human Capital and Firm Performance: The Case of Biomedical Academic Entrepreneurs in the SBIR Program
2009,
There is an emerging debate in the scholarly literature regarding the extent to which...
Team Familiarity, Role Experience, and Performance: Evidence from Indian Software Services
Team Familiarity, Role Experience, and Performance: Evidence from Indian Software Services
2009,
Much of the literature on team learning views experience as a unidimensional concept...
Satisficing Measures for Analysis of Risky Positions
Satisficing Measures for Analysis of Risky Positions
2009,
In this work we introduce a class of measures for evaluating the quality of financial...
Optimal Auditing with Scoring: Theory and Application to Insurance Fraud
Optimal Auditing with Scoring: Theory and Application to Insurance Fraud
2009,
This article makes a bridge between the theory of optimal auditing and the scoring...
Competition Between Local and Electronic Markets: How the Benefit of Buying Online Depends on Where You Live
Competition Between Local and Electronic Markets: How the Benefit of Buying Online Depends on Where You Live
2009,
Our paper shows that the parameters in existing theoretical models of channel...
Dynamic Pricing in the Presence of Strategic Consumers and Oligopolistic Competition
Dynamic Pricing in the Presence of Strategic Consumers and Oligopolistic Competition
2009,
We present a dynamic pricing model for oligopolistic firms selling differentiated...
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