Journal: Journal of Optimization Theory and Applications

Found 810 papers in total
Equilibrium pricing and advertising strategies in marketing channel
Equilibrium pricing and advertising strategies in marketing channel
1999,
This paper is concerned with conflict and coordination in a two-member channel of...
Optimal control of a stochastic hybrid system with discounted cost
Optimal control of a stochastic hybrid system with discounted cost
1999,
We address the optimal control problem for a very general stochastic hybrid system...
Asymptotic analysis of linear feedback Nash equilibria in nonzero-sum linear–quadratic differential games
Asymptotic analysis of linear feedback Nash equilibria in nonzero-sum linear–quadratic differential games
1999,
In this paper, we discuss nonzero-sum linear–quadratic differential games. For...
Pareto-optimal security strategies as minimax strategies of a standard matrix game
Pareto-optimal security strategies as minimax strategies of a standard matrix game
1999,
We prove that, in a multicriteria matrix game, a strategy is a Pareto-optimal security...
Neighborhood turnpike theorem for continuous-time optimization models
Neighborhood turnpike theorem for continuous-time optimization models
1999,
A neighborhood turnpike theorem is proved for continuous-time, infinite-horizon...
Interior-point methods with decomposition for solving large-scale linear programs
Interior-point methods with decomposition for solving large-scale linear programs
1999,
This paper deals with an algorithm incorporating the interior-point method into the...
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
1999,
We propose an algorithm for multistage stochastic linear programs with recourse where...
The classical average-cost inventory models of Iglehart and Veinott–Wagner revisited
The classical average-cost inventory models of Iglehart and Veinott–Wagner revisited
1999,
This paper revisits the classical papers of Iglehart and Veinott and Wagner devoted to...
A stochastic differential game of institutional investor speculation
A stochastic differential game of institutional investor speculation
1999,
Corporate equities have become increasingly concentrated in the hands of institutional...
Hierarchical controls in stochastic manufacturing systems with convex costs
Hierarchical controls in stochastic manufacturing systems with convex costs
1994,
This paper presents an extension of earlier research on hierarchical control of...
Optimal advertising in exponentially decaying markets
Optimal advertising in exponentially decaying markets
1993,
An optimal advertising singular control problem with unbounded control is formulated...
Effective bandwidths and performance bounds in high-speed communication systems
Effective bandwidths and performance bounds in high-speed communication systems
1999,
This paper is concerned with quality of service guarantees in an environment with...
Infinite-horizon periodic minimax control problem
Infinite-horizon periodic minimax control problem
1993,
This note analyzes a minimax optimal control problem involving a periodic...
On constraint qualification in multiobjective optimization problems: Semidifferentiable case
On constraint qualification in multiobjective optimization problems: Semidifferentiable case
1999,
Some versions of constraint qualifications in the semidifferentiable case are...
Karush–Kuhn–Tucker conditions for rank-deficient nonlinear least-square problems with rank-deficient nonlinear constraints
Karush–Kuhn–Tucker conditions for rank-deficient nonlinear least-square problems with rank-deficient nonlinear constraints
1999,
In nonlinear least-square problems with nonlinear constraints, the norm of a nonlinear...
Change of variable method for generalised complementarity problems
Change of variable method for generalised complementarity problems
1999,
In this paper, we establish an equivalence between the generalized complementarity...
Surrogate gradient algorithm for Lagrangian relaxation
Surrogate gradient algorithm for Lagrangian relaxation
1999,
The subgradient method is used frequently to optimize dual functions in Lagrangian...
Primal–dual-infeasible Newton approach for the analytic center deep-cutting plane method
Primal–dual-infeasible Newton approach for the analytic center deep-cutting plane method
1999,
The convergence and complexity of a primal–dual column generation and cutting...
Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
1999,
The continuity of the optimal value function of a parametric convex semi-infinite...
Revised simplex algorithm for finite Markov decision-processes
Revised simplex algorithm for finite Markov decision-processes
1993,
We introduce a revised simplex algorithm for solving a typical type of dynamic...
Effect of modeling uncertainty on some routing problems
Effect of modeling uncertainty on some routing problems
1999,
In this paper, we consider the routing problem described in Mohanty and Cassandras. As...
Nash equilibria of risk-sensitive nonlinear stochastic differential games
Nash equilibria of risk-sensitive nonlinear stochastic differential games
1999,
This paper considers a class of risk-sensitive stochastic nonzero-sum differential...
Single sample path-based optimization of Markov chains
Single sample path-based optimization of Markov chains
1999,
Motivated by the needs of on-line optimization of real-world engineering systems, we...
Error bounds for nonnegative dynamic models
Error bounds for nonnegative dynamic models
1999,
The extension of Markov reward models to dynamic models with nonnegative matrices is...
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