Journal: Mathematics of Operations Research

Found 1103 papers in total
How does the value function of a Markov decision depend on the transition probabilities?
How does the value function of a Markov decision depend on the transition probabilities?
1997,
The present work deals with the comparison of (discrete time) Markov decision...
The throughput of irreducible closed Markovian queueing networks: Functional bounds, asymptotic loss, efficiency, and the Harrison–Wein conjectures
The throughput of irreducible closed Markovian queueing networks: Functional bounds, asymptotic loss, efficiency, and the Harrison–Wein conjectures
1997,
Let N be the population of an irreducible closed Markovian queueing network, and...
A homological characterization of Q-matrices
A homological characterization of Q-matrices
1998,
A real square matrix M is said to be a e-matrix if the linear complementarity problem...
Option pricing with a general marked point process
Option pricing with a general marked point process
2001,
This paper examines the impact of a random number of price changes on the options...
Achieving target state-action frequencies in multichain average-reward Markov decision processes
Achieving target state-action frequencies in multichain average-reward Markov decision processes
2002,
In this paper we address a basic problem that arises naturally in average-reward...
The complexity of decentralized control of Markov decision processes
The complexity of decentralized control of Markov decision processes
2002,
We consider decentralized control of Markov decision processes and give complexity...
A note on the convergence of policy iteration in Markov decision processes with compact action spaces
A note on the convergence of policy iteration in Markov decision processes with compact action spaces
2003,
The undiscounted, unichain, finite state Markov decision process with compact action...
Perfect and ideal 0, +/− 1 matrices
Perfect and ideal 0, +/− 1 matrices
1998,
A 0, +/−1 matrix A is said to be perfect (resp. ideal) if the corresponding...
On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
1998,
We derive some basic results on the geometry of semidefinite programming (SDP) and...
The stable allocation (or ordinal transportation) problem
The stable allocation (or ordinal transportation) problem
2002,
The stable allocation problem generalizes the 0,1 stable matching problems...
Scaling methods for finding a maximum free multiflow of minimum cost
Scaling methods for finding a maximum free multiflow of minimum cost
1997,
Suppose we are given an undirected graph with nonnegative integer-valued edge...
Faster algorithms for the generalized network flow problem
Faster algorithms for the generalized network flow problem
1998,
We consider the generalized network flow problem. Each arc e in the network has a gain...
A polynomial combinatorial algorithm for generalized minimum cost flow
A polynomial combinatorial algorithm for generalized minimum cost flow
2002,
We propose the first combinatorial solution to the generalized minimum cost flow...
Polynomial-time highest-gain augmenting path algorithms for the generalized circulation problem
Polynomial-time highest-gain augmenting path algorithms for the generalized circulation problem
1997,
The paper presents two new combinatorial algorithms for the generalized circulation...
A fast parametric submodular intersection algorithm for strong map sequences
A fast parametric submodular intersection algorithm for strong map sequences
1997,
This paper presents a fast algorithm to solve the intersection problem for a pair of...
Global error bounds for convex multifunctions and applications
Global error bounds for convex multifunctions and applications
1998,
We give some results on the existence of global error bounds for convex multifunctions...
Classification of acceptance criteria for the simulated annealing algorithm
Classification of acceptance criteria for the simulated annealing algorithm
1997,
We present a complete and explicit description of the class of all acceptance criteria...
On the existence of subjective upper and lower probabilities
On the existence of subjective upper and lower probabilities
1997,
Consistency between preference under uncertainty modeled by Choquet expected utility...
Self-scaled barriers and interior-point methods for convex programming
Self-scaled barriers and interior-point methods for convex programming
1997,
This paper provides a theoretical foundation for efficient interior-point algorithms...
Asymptotic analysis for penalty and barrier methods in convex and linear programming
Asymptotic analysis for penalty and barrier methods in convex and linear programming
1997,
We consider a wide class of penalty and barrier methods for convex programming which...
On Vaidya's volumetric cutting plane method for convex programming
On Vaidya's volumetric cutting plane method for convex programming
1997,
We describe a simplified and strengthened version of Vaidya's volumetric cutting plane...
Hyperbolic polynomials and interior point methods for convex programming
Hyperbolic polynomials and interior point methods for convex programming
1997,
Hyperbolic polynomials have their origins in partial differential equations. We show...
The compactness of a policy space in dynamic programming via an extension theorem for Caratheodory functions
The compactness of a policy space in dynamic programming via an extension theorem for Caratheodory functions
1997,
The background for this paper is a dynamic programming model with a Borel state space...
Existence and discovery of average optimal solutions in deterministic infinite horizon optimization
Existence and discovery of average optimal solutions in deterministic infinite horizon optimization
1998,
We consider the problem of making a sequence of decisions, each chosen from a finite...
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