Journal: SIAM Journal On Control and Optimization

Found 20 papers in total
Linear programming formulation for optimal stopping problems
Linear programming formulation for optimal stopping problems
2002,
Optimal stopping problems for continuous time Markov processes are shown to be...
Robust control via sequential semidefinite programming
Robust control via sequential semidefinite programming
2002,
This paper discusses nonlinear optimization techniques in robust control synthesis,...
Zero-sum semi-Markov games
Zero-sum semi-Markov games
2002,
This paper deals with Borel state and action spaces zero-sum semi-Markov games under...
Solution of a functional equation arising in continuous games: A dynamic programming approach
Solution of a functional equation arising in continuous games: A dynamic programming approach
2002,
This paper deals with a functional equation in a zero-sum continuous game. The...
Optimal consumption and portfolio with both fixed and proportional transaction costs
Optimal consumption and portfolio with both fixed and proportional transaction costs
2002,
We consider a market model with one risk-free and one risky asset, in which the...
Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems
Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems
2002,
Consider a queueing system with many queues, each with its own input stream, but with...
Diffusion approximation for head-of-the-line processor sharing for two parallel queues
Diffusion approximation for head-of-the-line processor sharing for two parallel queues
1993,
In this paper, the steady-state behavior of two parallel M/M/1 queues under the...
A finite capacity PS queue which models switching times
A finite capacity PS queue which models switching times
1993,
A processor-sharing queue is considered that has a finite capacity of jobs and a...
On the transient behavior of the Erlang loss model: Heavy usage asymptotics
On the transient behavior of the Erlang loss model: Heavy usage asymptotics
1993,
The Erlang loss model, which is the M/M/m/m queue is considered. Asymptotic expansions...
Optimization of queues using an infinitesimal perturbation analysis-based stochastic algorithm with general update times
Optimization of queues using an infinitesimal perturbation analysis-based stochastic algorithm with general update times
1993,
Convergence (with probability one) of a stochastic optimization algorithm for a single...
The four-block model matching problem in L1 and infinite-dimensional linear programming
The four-block model matching problem in L1 and infinite-dimensional linear programming
1993,
The purpose of this work is fourfold. First the reader is introduced to the present...
Service-adaptive multitype repairman problems
Service-adaptive multitype repairman problems
1993,
The classical ‘repairman problem’ is generalized to consider r...
Dynamic programming by exchangeability
Dynamic programming by exchangeability
1989,
This article introduces the concept of exchangeable stopping time and a technique of...
As fast parametric maximum flow algorithm and applications
As fast parametric maximum flow algorithm and applications
1989,
The classical maximum flow problem sometimes occurs in settings in which the arc...
Note on Weintraub’s minimum-cost circulation algorithm
Note on Weintraub’s minimum-cost circulation algorithm
1989,
In 1974 Weintraub published an algorithm for the minimum-cost circulation problems...
Algorithms for packing squares: A probabilistic analysis
Algorithms for packing squares: A probabilistic analysis
1989,
This paper gives a probabilistic performance analysis of simple algorithms for packing...
Algorithms and data structures for an expanded family of matroid intersection problems
Algorithms and data structures for an expanded family of matroid intersection problems
1989,
Consider a matroid or rank n in which each element has a real-valued cost and one of d...
Worst-case growth rates of some classical problems of combinatorial optimization
Worst-case growth rates of some classical problems of combinatorial optimization
1989,
A method is presented for determining the asymptotic worst-case behavior of quantities...
Scheduling precedence graphs in systems with interprocessor communication times
Scheduling precedence graphs in systems with interprocessor communication times
1989,
The problem of nonpreemptively scheduling a set of m partially ordered tasks on n...
Minimizing schedule length subject to minimum flow time
Minimizing schedule length subject to minimum flow time
1989,
The problem of scheduling n independent tasks on m ≥1 identical processors, with...
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