Journal: Mathematics of Operations Research

Found 1103 papers in total
Weak differentiability of product measures
Weak differentiability of product measures
2010,
In this paper, we study cost functions over a finite collection of random variables....
Accuracy certificates for computational problems with convex structure
Accuracy certificates for computational problems with convex structure
2010,
The goal of this paper is to introduce the notion of certificates, which verify the...
A plant location guide for the unsure: Approximation algorithms for min-max location problems
A plant location guide for the unsure: Approximation algorithms for min-max location problems
2010,
This paper studies an extension of the k -median problem under uncertain demand. We...
On sums of conditionally independent subexponential random variables
On sums of conditionally independent subexponential random variables
2010,
The asymptotic tail behaviour of sums of independent subexponential random variables...
Variational conditions under the constant rank constraint qualification
Variational conditions under the constant rank constraint qualification
2010,
This paper studies solution properties of a parametric variational condition under the...
On the one-dimensional optimal switching problem
On the one-dimensional optimal switching problem
2010,
We explicitly solve the optimal switching problem for one-dimensional diffusions by...
Memory loss property for products of random matrices in the max-plus algebra
Memory loss property for products of random matrices in the max-plus algebra
2010,
Products of random matrices in the max-plus algebra are used as models of a wide range...
Sharing the cost of a capacity network
Sharing the cost of a capacity network
2010,
We consider a communication network where each pair of users requests a connection...
Subgame perfection in positive recursive games with perfect information
Subgame perfection in positive recursive games with perfect information
2010,
We consider a class of n -player stochastic games with the following properties: (1)...
Bounding probability of small deviation: A fourth moment approach
Bounding probability of small deviation: A fourth moment approach
2010,
In this paper we study the problem of upper bounding the probability that a random...
An analysis of mixed integer linear sets based on lattice point free convex sets
An analysis of mixed integer linear sets based on lattice point free convex sets
2010,
A maximal lattice free polyhedron L has max-facet-width equal to w if max x ∈ L...
On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP
On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP
2008,
We consider the average cost problem for partially observable Markov decision...
Heavy-Traffic Limits of Queueing Networks with Polling Stations: Brownian Motion in a Wedge
Heavy-Traffic Limits of Queueing Networks with Polling Stations: Brownian Motion in a Wedge
2008,
We consider two serial single–server stations in heavy traffic. There are two...
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
2008,
Successful efficient rare–event simulation typically involves using importance...
Optimal Control of Distributed Parallel Server Systems Under the Halfin and Whitt Regime
Optimal Control of Distributed Parallel Server Systems Under the Halfin and Whitt Regime
2008,
We consider a distributed parallel server system that consists of multiple server...
Domination Between Traffic Matrices
Domination Between Traffic Matrices
2008,
A traffic matrix D 1 dominates a traffic matrix D 2 if any capacity reservation...
Refinement Derivatives and Values of Games
Refinement Derivatives and Values of Games
2008,
A definition of setwise differentiability for set functions is given through refining...
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
2008,
We study two different decomposition algorithms for the general (nonconvex) partially...
Facets of Two-Dimensional Infinite Group Problems
Facets of Two-Dimensional Infinite Group Problems
2008,
In this paper, we lay the foundation for the study of the two–dimensional mixed...
Asymptotically Optimal Admission Control of a Queue with Impatient Customers
Asymptotically Optimal Admission Control of a Queue with Impatient Customers
2008,
We consider a GI/G/1 queue with impatient customers in heavy traffic. We use...
Packing d-Dimensional Bins in d Stages
Packing d-Dimensional Bins in d Stages
2008,
We consider the d –dimensional bin–packing problem, the most relevant...
Alternating Projections on Manifolds
Alternating Projections on Manifolds
2008,
We prove that if two smooth manifolds intersect transversally, then the method of...
Norm-Induced Densities and Testing the Boundedness of a Convex Set
Norm-Induced Densities and Testing the Boundedness of a Convex Set
2008,
In this paper, we explore properties of a family of probability density functions,...
An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem
An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem
2008,
We consider a canonical revenue management problem in a network setting where the goal...
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