Journal: Mathematics of Operations Research

Found 1103 papers in total
Markov decision processes with slow scale periodic decisions
Markov decision processes with slow scale periodic decisions
2003,
We consider a class of discrete time, dynamic decision-making models which we refer to...
Hamiltonian cycles and singularly perturbed Markov chains
Hamiltonian cycles and singularly perturbed Markov chains
2004,
We consider the Hamiltonian cycle problem embedded in a singularly perturbed Markov...
Optimal interventions in countable jump Markov processes
Optimal interventions in countable jump Markov processes
2004,
In this paper an intervention refers to an immediate change of the state of the...
On the equivalence of two expected average cost criteria for Semi-Markov control processes
On the equivalence of two expected average cost criteria for Semi-Markov control processes
2004,
The two expected average costs used in the theory of semi-Markov control processes...
On average reward semi-Markov decision processes with a general multichain structure
On average reward semi-Markov decision processes with a general multichain structure
2004,
In this paper we investigate average reward semi-Markov decision processes with a...
Online scheduling of a single machine to minimize total weighted completion time
Online scheduling of a single machine to minimize total weighted completion time
2004,
This paper considers the online scheduling of a single machine in which jobs arrive...
An algorithm to identify and compute average optimal policies in multichain Markov decision processes
An algorithm to identify and compute average optimal policies in multichain Markov decision processes
2003,
This paper concerns discrete-time, finite state multichain MDPs with compact action...
Synthesis of 2-commodity flow networks
Synthesis of 2-commodity flow networks
2004,
We investigate network design under volatile conditions of link failures and traffic...
L:arge deviations of square root insensitive random sums
L:arge deviations of square root insensitive random sums
2004,
We provide a large deviation result for a random sum ∑ n=0 N x X n , where...
A long-range dependent workload model for packet data traffic
A long-range dependent workload model for packet data traffic
2004,
We consider a probabilistic model for workload input into a telecommunication system....
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market
2004,
This paper concerns the problems of quadratic hedging and pricing, and mean-variance...
A diffusion model for growth stocks
A diffusion model for growth stocks
2004,
Since growth stocks tend to have low or even negative earnings and high volatility, it...
A combinatorial characterization of higher-dimensional orthogonal packing
A combinatorial characterization of higher-dimensional orthogonal packing
2004,
Higher-dimensional orthogonal packing problems have a wide range of practical...
An approach to location models involving sets as existing facilities
An approach to location models involving sets as existing facilities
2003,
In this paper, we deal with single facility location problems in a general normed...
Index policies for stochastic search in a forest with an application to R&D project management
Index policies for stochastic search in a forest with an application to R&D project management
2004,
This paper concerns a stochastic search problem in a forest. As motivation, consider...
Extended matrix cube theorems with applications to μ-theory in control
Extended matrix cube theorems with applications to μ-theory in control
2003,
In this paper, we study semi-infinite systems of Linear Matrix Inequalities which are...
Preference foundations for nonexpected utility: A generalized and simplified technique
Preference foundations for nonexpected utility: A generalized and simplified technique
2003,
This paper examines a tradeoff-consistency technique for testing and axiomatically...
Random walks and voting theory
Random walks and voting theory
2004,
Voters' preferences depend on available information. Following Case-Based Decision...
On Hochbaum's proximity-scaling algorithm for the general resource allocation problem
On Hochbaum's proximity-scaling algorithm for the general resource allocation problem
2004,
It is pointed out that the polynomial-time scaling algorithm by Hochbaum does not work...
Functional limit theorems for a simple auction
Functional limit theorems for a simple auction
2003,
We consider a continuous transparent auction with one asset. Buyers and sellers arrive...
Asymmetric first-price auctions – A perturbation approach
Asymmetric first-price auctions – A perturbation approach
2003,
We use perturbation analysis to obtain explicit approximations of the equilibrium bids...
Characterizations of the strong basic constraint qualifications
Characterizations of the strong basic constraint qualifications
2005,
In this paper, we characterize the general difference between strong basic constraint...
Estimating tangent and normal cones without calculus
Estimating tangent and normal cones without calculus
2005,
We study simple estimates of the tangent and normal cones to a set with a nonsmooth...
The number of solutions sufficient for solving a family of problems
The number of solutions sufficient for solving a family of problems
2005,
This paper deals with families of optimization problems defined over a common set of...
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