Journal: Mathematics of Operations Research

Found 1103 papers in total
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....
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...
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...
Complex Matrix Decomposition and Quadratic Programming
Complex Matrix Decomposition and Quadratic Programming
2007,
This paper studies the possibilities of the linear matrix inequality characterization...
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...
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...
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...
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...
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...
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...
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...
Scaling Limits for Cumulative Input Processes
Scaling Limits for Cumulative Input Processes
2007,
We study different scaling behavior of very general telecommunications cumulative...
On the undecidability of computing stationary distributions and large deviation rates for constrained random walks
On the undecidability of computing stationary distributions and large deviation rates for constrained random walks
2007,
We consider a constrained homogeneous random walk in ℤ+d. Such random walks...
On scheduling fees to prevent merging, splitting, and transferring of jobs
On scheduling fees to prevent merging, splitting, and transferring of jobs
2007,
A deterministic server is shared by users with identical linear waiting costs,...
Approximation algorithms for stochastic inventory control models
Approximation algorithms for stochastic inventory control models
2007,
We consider two classical stochastic inventory control models, the...
Risk-sensitive and risk-neutral multiarmed bandits
Risk-sensitive and risk-neutral multiarmed bandits
2007,
For the multiarmed bandit, the classic result is probabilistic: each state of each...
On the closedness of the linear image of a closed convex cone
On the closedness of the linear image of a closed convex cone
2007,
When is the linear image of a closed convex cone closed? We present very simple...
Secret correlation in repeated games with imperfect monitoring
Secret correlation in repeated games with imperfect monitoring
2007,
We characterize the maximum payoff that a team can guarantee against another in a...
Secret correlation in repeated games with imperfect monitoring: the need for nonstationary strategies
Secret correlation in repeated games with imperfect monitoring: the need for nonstationary strategies
2007,
The minmax in repeated games with imperfect monitoring can differ from the minmax of...
Pseudomonotonicity and economic equilibrium problem in reflexive Banach space
Pseudomonotonicity and economic equilibrium problem in reflexive Banach space
2007,
The motivation for this paper is the Walrasian general equilibrium model of economy,...
Existence of approximate exact penalty in constrained optimization
Existence of approximate exact penalty in constrained optimization
2007,
In this paper, we use the penalty approach in order to study constrained minimization...
Recurrences in an infection model: A medical application of GI/M/s loss systems
Recurrences in an infection model: A medical application of GI/M/s loss systems
2007,
We consider a simple model for the evolution of a bacterial infection and its...
Loss rates for Lévy processes with two reflecting barriers
Loss rates for Lévy processes with two reflecting barriers
2007,
We consider a Lévy process that is reflected at 0 and at K < 0. The...
A multiperiod newsvendor problem with partially observed demand
A multiperiod newsvendor problem with partially observed demand
2007,
We consider a newsvendor problem with partially observed Markovian demand. Demand is...
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