Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
Location of a moving service facility
Location of a moving service facility
1999,
In this paper we consider the general question in the field of mathematics of whether...
A characterization of the leximin solution of the bargaining problem
A characterization of the leximin solution of the bargaining problem
1999,
We show that the lexicographic maximin solution is the only solution that satisfies...
A perfectness concept for multicriteria games
A perfectness concept for multicriteria games
1999,
This paper considers a refinement of equilibria for multicriteria games based on the...
Coalition values and generalized characteristic functions
Coalition values and generalized characteristic functions
1999,
We study coalitional values for games in generalized characteristic function form....
A decomposition approach for undiscounted two-person zero-sum stochastic games
A decomposition approach for undiscounted two-person zero-sum stochastic games
1999,
Two-person zero-sum stochastic games are considered under the long-run average...
Weighted values for non-atomic games: an axiomatic approach
Weighted values for non-atomic games: an axiomatic approach
1999,
Weighted values of non-atomic games were introduced by Hart and Monderer. These values...
Sensitive equilibria for ergodic stochastic games with countable state spaces
Sensitive equilibria for ergodic stochastic games with countable state spaces
1999,
We consider stochastic games with countable state spaces and unbounded immediate...
Risk measurement with maximum loss
Risk measurement with maximum loss
1999,
Effective risk management requires adequate risk measurement. A basic problem herein...
Vector network equilibrium problems and nonlinear scalarization methods
Vector network equilibrium problems and nonlinear scalarization methods
1999,
The conventional equilibrium problem found in many economics and network models is...
On tail probabilities and first passage times for fractional Brownian motion
On tail probabilities and first passage times for fractional Brownian motion
1999,
In the paper we present a method of simulation of ruin probability over infinite...
Two-person bilateral many-rounds poker
Two-person bilateral many-rounds poker
1999,
This paper analyses a game-theoretic model of Hi-Lo Poker. Bilateral-move N -round...
Repeated games with incomplete information and transportation problems
Repeated games with incomplete information and transportation problems
1999,
We consider two person zero-sum repeated games with lack of information on one side...
Perishable inventory systems with impatient demands
Perishable inventory systems with impatient demands
1999,
An inventory system for perishable commodities (PIS) with finite shelf size and finite...
The finiteness of the reward function and the optimal function in Markov decision processes
The finiteness of the reward function and the optimal function in Markov decision processes
1999,
This paper studies the discrete time Markov decision processes (MDP) with expected...
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
1999,
We study controlled Markov chains with denumerable state space and bounded costs per...
Bounds for a class of stochastic recursive equations
Bounds for a class of stochastic recursive equations
1999,
In this note we develop a framework for computing upper and lower bounds of an...
A lower bound on the average number of pivot-steps for solving linear programs valid for all variants of the simplex-algorithm
A lower bound on the average number of pivot-steps for solving linear programs valid for all variants of the simplex-algorithm
1999,
In this paper we derive a lower bound on the average complexity of the Simplex-Method...
Scheduling trams in the morning
Scheduling trams in the morning
1999,
In this note, we prove NP -completeness of the following problem: given a set of trams...
Time complexity of single- and identical parallel-machine scheduling with GERT network precedence constraints
Time complexity of single- and identical parallel-machine scheduling with GERT network precedence constraints
1999,
In this paper we deal with the time complexity of single- and identical...
Scheduling identical jobs with chain precedence constraints in two uniform machines
Scheduling identical jobs with chain precedence constraints in two uniform machines
1999,
The problem of scheduling identical jobs with chain precedence constraints on two...
Preemptive job-shop scheduling problems with a fixed number of jobs
Preemptive job-shop scheduling problems with a fixed number of jobs
1999,
It is shown that the two machine preemptive job-shop problem with mean flow-time or...
The elimination algorithm for the problem of optimal stopping
The elimination algorithm for the problem of optimal stopping
1999,
We present a new algorithm for solving the optimal stopping problem. The algorithm is...
Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
1999,
This paper is the first part of a study of Blackwell optimal policies in Markov...
A note on the structure of value spaces in vector-valued Markov decision processes
A note on the structure of value spaces in vector-valued Markov decision processes
1999,
For a vector-valued Markov decision process with discounted reward criterion, we study...
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