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作者：Gromoll, H. Christian; Robert, Philippe; Zwart, Bert
作者单位：University of Virginia; University System of Georgia; Georgia Institute of Technology
摘要：We investigate a processor-sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue or renege before completing service. The random time representing a job's patience has a general distribution and may be dependent on its initial service time requirement. A scaling procedure that gives rise to a fluid model with nontrivial yet tractable steady state behavior is presented. This fluid model captures many essential features of the underlyin...
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作者：Dey, Santanu S.; Richard, Jean-Philippe P.
作者单位：Purdue University System; Purdue University
摘要：In this paper, we lay the foundation for the study of the two-dimensional mixed integer infinite group problem (2DMIIGP). We introduce tools to determine if a given continuous and piecewise linear function over the two-dimensional infinite group is subadditive and to determine whether it defines a facet of 2DMIIGP. We then present two different constructions that yield the first known families of facet-defining inequalities for 2DMIIGP. The first construction uses valid inequalities of the one...
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作者：Govindan, Srihari; Wilson, Robert
作者单位：University of Iowa; Stanford University
摘要：Metastability is a refinement of the Nash equilibria of a game derived from two conditions: embedding combines behavioral axioms called invariance and small-worlds, and continuity requires games with nearby best replies to have nearby equilibria. These conditions imply that a connected set of Nash equilibria is metastable if it is arbitrarily close to an equilibrium of every sufficiently small perturbation of the best-reply correspondence of every game in which the given game is embedded as an...
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作者：DeMiguel, Victor; Nogales, Francisco J.
作者单位：University of London; London Business School; Universidad Carlos III de Madrid
摘要：We study two different decomposition algorithms for the general (nonconvex) partially separable nonlinear program (PSP): bilevel decomposition algorithms (BDAs) and Schur interior-point methods (SIPMs). BDAs solve the problem by breaking it into a master problem and a set of independent subproblems, forming a type of bilevel program. SIPMs, on the other hand, apply an interior-point technique to solve the problem in its original (integrated) form, but then use a Schur complement approach to so...
