Journal: Mathematics of Operations Research

Found 1103 papers in total
Global convergence property of the affine scaling methods for primal degenerate linear programming problems
Global convergence property of the affine scaling methods for primal degenerate linear programming problems
1992,
This paper investigates the global convergence property of the affine scaling method...
Variability sensitive Markov Decision Processes
Variability sensitive Markov Decision Processes
1992,
Considered are time-average Markov Decision Processes (MDPs) with finite state and...
Some existence results for multivalued complementarity problems
Some existence results for multivalued complementarity problems
1992,
This paper presents some new results for the existence of a solution to a multivalued...
Normal maps induced by linear transformations
Normal maps induced by linear transformations
1992,
The paper studies a certain piecewise linear manifold, which is called the normal...
Globally convergent Newton methods for nonsmooth equations
Globally convergent Newton methods for nonsmooth equations
1992,
This paper presents some globally convergent descent methods for solving systems of...
Entropic proximal mappings with applications to nonlinear programming
Entropic proximal mappings with applications to nonlinear programming
1992,
The paper introduces a family of new transforms based on imitating the proximal...
Reflecting Ito processes in a stochastic control problem
Reflecting Ito processes in a stochastic control problem
1992,
Let X(ë) be an Ito process with reflection at 0 and state space [0,•) and...
Existence of stationary correlated equilibria with symmetric information for discounted stochastic games
Existence of stationary correlated equilibria with symmetric information for discounted stochastic games
1992,
The following theorem is proved: Every nonzero-sum discounted stochastic game in...
Gillies and Miller’s subrelations of a relation over an infinite set of alternatives: General results and applications to voting games
Gillies and Miller’s subrelations of a relation over an infinite set of alternatives: General results and applications to voting games
1992,
In this paper, the authors have investigated two subrelations of a domination relation...
Player type distributions as state variables and information relevation in zero sum repeated games with discounting
Player type distributions as state variables and information relevation in zero sum repeated games with discounting
1992,
This paper examines the role of the player type distributions in repeated zero sum...
Generalized precedence-based queueing systems
Generalized precedence-based queueing systems
1992,
A general K -server queueing model with precedence constraints on customer services is...
The epi-distance topology: Continuity and stability results with applications to convex optimization problems
The epi-distance topology: Continuity and stability results with applications to convex optimization problems
1992,
Let ¦) (X) denote the proper, lower semicontinuous, convex functions on a...
Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains
Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains
1992,
In a previous paper Dekker and Hordijk presented an operator theoretical approach for...
On stationary strategies in Borel dynamic programming
On stationary strategies in Borel dynamic programming
1992,
The paper considers a discrete time Markov decision model with Borel state and action...
Parametric variational inequalities with multivalued solution sets
Parametric variational inequalities with multivalued solution sets
1992,
In this paper basic properties of multivalued solution sets of parametric variational...
The crown inequalities for the Symmetric Traveling Salesman Polytope
The crown inequalities for the Symmetric Traveling Salesman Polytope
1992,
The authors define a new family of valid inequalities for the Symmetric Traveling...
On a preemptive Markovian queue with multiple servers and two priority classes
On a preemptive Markovian queue with multiple servers and two priority classes
1992,
The authors consider a queueing system with multiple servers and two classes of...
Strong approximations of open queueing networks
Strong approximations of open queueing networks
1992,
The paper considers a queueing system with one or more stations. It shows that the...
Generalized semi-Markov processes: Antimatroid structure and second-order properties
Generalized semi-Markov processes: Antimatroid structure and second-order properties
1992,
A generalized semi-Markov scheme models the structure of a discrete event system, such...
Solving convex programs by means of ordinary differential equations
Solving convex programs by means of ordinary differential equations
1992,
Within a Hilbert space nonsmooth convex programs with sharp constraints are...
A uniform tauberian theorem in dynamic programming
A uniform tauberian theorem in dynamic programming
1992,
The authors prove that, in dynamic programming framework, uniform convergence of...
On the second optimality equation for semi-Markov decision models
On the second optimality equation for semi-Markov decision models
1992,
For a semi-Markov decision model with average return, the validity of the second...
Turnpike Optimality of Smith’s Rule in parallel machines stochastic scheduling
Turnpike Optimality of Smith’s Rule in parallel machines stochastic scheduling
1992,
Consider scheduling a batch of jobs with stochastic processing times on parallel...
New partitioning method for a class of nonconvex optimization problems
New partitioning method for a class of nonconvex optimization problems
1992,
The paper considers the problem min{ f(x,y): g i (x,y)•0,...
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