Journal: Mathematics of Operations Research

Found 1103 papers in total
Computing stationary Nash equilibria of undiscounted single-controller stochastic games
Computing stationary Nash equilibria of undiscounted single-controller stochastic games
2002,
Given a two-person, nonzero-sum stochastic game where the second player controls the...
The semi-algebraic theory of stochastic games
The semi-algebraic theory of stochastic games
2002,
The asymptotic behavior of the min–max value of a finite-state zero-sum...
Repeated games with lack of information on one side: The dual differential approach
Repeated games with lack of information on one side: The dual differential approach
2002,
We introduce the dual differential game of a repeated game with lack of information on...
A note on an axiomatization of the core of market games
A note on an axiomatization of the core of market games
2002,
As shown by Peleg, the core of market games is characterized by nonemptiness,...
The bilateral consistent prekernel, the core, and Non Transferable Utility bankruptcy problems
The bilateral consistent prekernel, the core, and Non Transferable Utility bankruptcy problems
2003,
It is shown that the bilateral consistent prekernel, a Non Transferable Utility...
Reconfirming the prenucleolus
Reconfirming the prenucleolus
2003,
By means of an example, it is shown that the prenucleolus is not the only minimal...
Matching games: The least core and the nucleolus
Matching games: The least core and the nucleolus
2003,
A matching game is a cooperative game defined by a graph G = (N, E). The player set is...
The empirical Bayes envelope and regret minimization in competitive Markov decision processes
The empirical Bayes envelope and regret minimization in competitive Markov decision processes
2003,
This paper proposes an extension of the regret minimizing framework from repeated...
Q-learning for risk-sensitive control
Q-learning for risk-sensitive control
2002,
We propose for risk-sensitive control of finite Markov chains a counterpart of the...
Drift conditions for matrix-analytic models
Drift conditions for matrix-analytic models
2003,
In his seminal work, Neuts gave drift criteria by which one can determine whether...
Bayesian adaptive stochastic process termination
Bayesian adaptive stochastic process termination
2003,
This paper considers the problem of optimally terminating a number of stochastic...
Adopting a plurality vote perspective
Adopting a plurality vote perspective
2002,
For three-alternative positional voting and decision methods, it is shown how to...
On the complexity of a class of projective interior-point methods
On the complexity of a class of projective interior-point methods
1995,
We present a generic projective interior-point algorithm for linear programming which...
A surface of analytic centers and primal–dual infeasible-interior-point algorithms for linear-programming
A surface of analytic centers and primal–dual infeasible-interior-point algorithms for linear-programming
1995,
We define a surface of analytic centers determined by a primal–dual pair of...
Strong approximations for time-dependent queues
Strong approximations for time-dependent queues
1995,
A time-dependent M(t)/M(t)/1 queue alternates through periods of under-, over-, and...
Affine-scaling trajectories associated with a semi-infinite linear program
Affine-scaling trajectories associated with a semi-infinite linear program
1995,
Semi-infinite linear programs often arise as the limit of a sequence of approximating...
Fatou's lemma for multifunctions with unbounded values
Fatou's lemma for multifunctions with unbounded values
1995,
For multifunctions having unbounded sets as values we give Fatou-type inclusions for...
Using expert opinions in Bayesian prediction of component lifetimes in a shock model
Using expert opinions in Bayesian prediction of component lifetimes in a shock model
1995,
This paper is concerned with the combination of k expert opinions about the lifetimes...
Axiomatization of the nucleolus
Axiomatization of the nucleolus
1995,
An axiomatization of the nucleolus on the set of all cooperative games with finite...
Canonical representation of set-functions
Canonical representation of set-functions
1995,
The representation of a cooperative transferable utility game as a linear combination...
Solvability of 2-player game forms with infinite sets of strategies
Solvability of 2-player game forms with infinite sets of strategies
1995,
A game form is N-solvable for a class of payoff functions, if for every pair of payoff...
Packing spanning-trees
Packing spanning-trees
1995,
We are given an algorithm for packing spanning trees in a graph G = (V, E), with...
On the value of adaptive solutions to stochastic scheduling problems
On the value of adaptive solutions to stochastic scheduling problems
1995,
Two possible ways of dealing with the presence of unknown system parameters in a...
Variance-optimal hedging in discrete-time
Variance-optimal hedging in discrete-time
1995,
We solve the problem of approximating in L 2 a given random variable H by stochastic...
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