Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
Level crossing problems and drift reliability
Level crossing problems and drift reliability
1997,
Reliability of products is often determined by special technical or physical drift...
On information inequalities in sequential estimation for stochastic processes
On information inequalities in sequential estimation for stochastic processes
1997,
Information inequalities in a general sequential model for stochastic processes are...
Range reliability in random walks
Range reliability in random walks
1997,
This paper introduces a definition of reliability based on a process range. Thus,...
Powers of matrices over an extremal algebra with applications to periodic graphs
Powers of matrices over an extremal algebra with applications to periodic graphs
1997,
Consider the extremal algebra -->ℝ --> = (ℝ∪{∞}, min, +),...
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
1997,
The aim of the paper is to show that Lyapunov-like ergodicity conditions on Markov...
Average optimality in a Poissonian bandit with switching arms
Average optimality in a Poissonian bandit with switching arms
1997,
A symmetric Poissonian two-armed bandit becomes, in terms of a posteriori...
Markov modulated Bernoulli process
Markov modulated Bernoulli process
1997,
We consider a Bernoulli process where the success probability changes with respect to...
On confidence intervals from simulation of finite Markov chains
On confidence intervals from simulation of finite Markov chains
1997,
Consider a finite state irreducible Markov reward chain. It is shown that there exist...
Inverse matroid intersection problem
Inverse matroid intersection problem
1997,
Let M 1 and M 2 be matroids on S, B be their k -element common independent set, and w...
Optimization under ordinal scales: When is a greedy solution optimal?
Optimization under ordinal scales: When is a greedy solution optimal?
1997,
Mathematical formulation of an optimization problem often depends on data which can be...
Simplices by point-sliding and the Yamnitsky–Levin algorithm
Simplices by point-sliding and the Yamnitsky–Levin algorithm
1997,
Yamnitsky and Levin proposed a variant of Khachiyan's ellipsoid method for testing...
A path-following version of the Todd–Burrell procedure for linear progamming
A path-following version of the Todd–Burrell procedure for linear progamming
1997,
We propose a path-following version of the Todd–Burrell procedure to solve...
A generalization of vectorial equilibria
A generalization of vectorial equilibria
1997,
A generalized form of vectorial equilibria is proposed, and, using an abstract...
Upper-semi-continuity and cone-concavity of multi-valued vector functions in a duality theory for vector optimization
Upper-semi-continuity and cone-concavity of multi-valued vector functions in a duality theory for vector optimization
1997,
Following a few words on multifunctions in the mathematical literature, a very brief...
Contingent epiderivatives and set-valued optimization
Contingent epiderivatives and set-valued optimization
1997,
In this paper we introduce the concept of the contingent epiderivative for a...
On the entropic regularization method for solving min–max problems with applications
On the entropic regularization method for solving min–max problems with applications
1997,
Consider a min–max problem in the form of min x ∈ X max 1≤ i ≤ m { f...
Duality and equilibrium prices in economics of uncertainty
Duality and equilibrium prices in economics of uncertainty
1997,
A random variable (RV) X is given a mimimum selling price S U ( X ):=sup x { x +E...
Reliability-based optimization of structural systems
Reliability-based optimization of structural systems
1997,
A method to carry out a Reliability-Based Optimization of especially nonlinear...
Two basic problems in reliability-based structural optimization
Two basic problems in reliability-based structural optimization
1997,
Optimization of structures with respect to performance, weight or cost is a well-known...
Multicriterion reliability-oriented optimization of structural systems by stochastic programming
Multicriterion reliability-oriented optimization of structural systems by stochastic programming
1997,
Papers deal with multicriterion reliability-oriented optimization of truss structures...
Stochastic optimization for mechanical structures
Stochastic optimization for mechanical structures
1997,
The Stochastic Optimization Problem is well known in mathematics and operations...
Solving stochastic structural optimization problems by RSM-based stochastic approximation methods – gradient estimation in case of intermediate variables
Solving stochastic structural optimization problems by RSM-based stochastic approximation methods – gradient estimation in case of intermediate variables
1997,
Reliability-based structural optimization methods use mostly the following basic...
Asymptotic distribution of the downtime of a monotone system
Asymptotic distribution of the downtime of a monotone system
1997,
To compute the distribution of the downtime in a time interval [0, t ] for a highly...
Global and mid-range function approximation for engineering optimization
Global and mid-range function approximation for engineering optimization
1997,
Global and mid-range approximation concepts are used in engineering optimisation in...
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