Journal: Mathematics of Operations Research

Found 1103 papers in total
Sensitivity analysis for variational inequalities
Sensitivity analysis for variational inequalities
1992,
This paper studies the behavior of the local solutions of perturbed variational...
Queueing simulation in heavy traffic
Queueing simulation in heavy traffic
1992,
The heavy traffic behavior of a number of standard queueing simulation procedures like...
Monotonicity in generalized semi-Markov processes
Monotonicity in generalized semi-Markov processes
1992,
The authors establish stochastic monotonicity of the event epoch sequences of...
Bounds on the sensitivity of Generalised Semi-Markov Processes with a single generally distributed lifetime
Bounds on the sensitivity of Generalised Semi-Markov Processes with a single generally distributed lifetime
1992,
This paper presents a method for finding bounds on the sensitivity of Generalised...
Fair distribution protocols or how the players replace fortune
Fair distribution protocols or how the players replace fortune
1992,
There are n≥2 players P 1 ,P 2 ,...,P n , each of them having a finite alphabet A 1...
A probabilistic approach to the generalized Hessian
A probabilistic approach to the generalized Hessian
1992,
The quadratic variation of Brownian motion is used to give a new definition of a...
A polyhedral intersection theorem for capacitated spanning trees
A polyhedral intersection theorem for capacitated spanning trees
1992,
In a two-capacitated spanning tree of a complete graph with a distinguished root...
Jackson’s Rule for single-machine scheduling: Making a good heuristic better
Jackson’s Rule for single-machine scheduling: Making a good heuristic better
1992,
The authors consider the scheduling problem in which jobs with release dates and...
On existence of an Arrow-Radner equilibrium in the case of complete markets. A remark
On existence of an Arrow-Radner equilibrium in the case of complete markets. A remark
1992,
The authors consider a continuous time pure exchange stochastic economy with a...
Correlated equilibria in two-player repeated games with nonobservable actions
Correlated equilibria in two-player repeated games with nonobservable actions
1992,
Four kinds of correlated equilibrium payoff sets in undiscounted repeated games with...
Two-player repeated games with nonobservable actions and observable payoffs
Two-player repeated games with nonobservable actions and observable payoffs
1992,
This paper studies two-person repeated games in which after each stage a player is...
An optimal investment/consumption model with borrowing
An optimal investment/consumption model with borrowing
1991,
This paper considers a consumption and investment decision problem for a single agent....
Numerical methods for an optimal investment-consumption model
Numerical methods for an optimal investment-consumption model
1991,
This paper examines some numerical techniques for an investment/consumption problem...
Approximation schemes for the restricted shortest path problem
Approximation schemes for the restricted shortest path problem
1992,
This note contains two fully polynomial approximation schemes for the shortest path...
On solution stability of the linear complementarity problem
On solution stability of the linear complementarity problem
1992,
C.D. Ha introduced the notion of stability of a linear complementarity problem at a...
On the convergence of algorithms with implications for stochastic and nondifferentiable optimization
On the convergence of algorithms with implications for stochastic and nondifferentiable optimization
1992,
Studies of the convergence of algorithms often revolve around the existence of a...
On the continuous trajectories for a potential reduction algorithm for linear programming
On the continuous trajectories for a potential reduction algorithm for linear programming
1992,
For a possibly degenerate linear program ( A is an real matrix, and ), whose optimal...
Homotopy continuation methods for nonlinear complementarity problems
Homotopy continuation methods for nonlinear complementarity problems
1991,
A complementarity problem with a continuous mapping f from R n into itself can be...
Information theoretic approach to geometric programming
Information theoretic approach to geometric programming
1991,
This paper shows how the fundamental geometric inequality lemma of geometric...
Probabilistic models for linear programming
Probabilistic models for linear programming
1991,
The paper proposes and investigates new probabilistic models for linear programming....
Convergence and boundary behavior of the projective scaling trajectories for linear programming
Convergence and boundary behavior of the projective scaling trajectories for linear programming
1991,
The paper analyzes the convergence and boundary behavior of the continuous...
Relaxation method for large scale linear programming using decomposition
Relaxation method for large scale linear programming using decomposition
1991,
The paper proposes a new decomposition method for large-scale linear programming. This...
A method for the parametric center problem, with a strictly monotone polynomial-time algorithm for linear programming
A method for the parametric center problem, with a strictly monotone polynomial-time algorithm for linear programming
1991,
Given a system of linear inequalities and equalities , where the right-hand sides are...
Complete convergence of the directed TSP
Complete convergence of the directed TSP
1991,
Consider the random directed graph G n whose vertices are independent uniformly...
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