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作者：Kanet, J. J.
作者单位：University System of Ohio; University of Dayton
摘要：In an earlier paper by Emmons [Emmons, H. 1969. One-machine sequencing to minimize certain functions of job tardiness. Oper Res. 17 701-715], the problem of sequencing jobs on a single machine in order to minimize total tardiness was analyzed. Emmons provided three theorems for specifying precedence relations for pairs of jobs. His theorems apply when the tardiness penalty for each job grows at the same rate. Rinnooy Kan et al. [Rinnooy Kan, A. H. G., B. J. Lageweg, J. K. Lenstra. 1975. Minimi...
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作者：Levi, Retsef; Roundy, Robin O.; Shmoys, David B.
作者单位：Massachusetts Institute of Technology (MIT); Cornell University; Cornell University
摘要：In this paper, we consider two fundamental inventory models, the single-period newsvendor problem and its multiperiod extension, but under the assumption that the explicit demand distributions are not known and that the only information available is a set of independent samples drawn from the true distributions. Under the assumption that the demand distributions are given explicitly, these models are well studied and relatively straightforward to solve. However, in most real-life scenarios, th...
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作者：Conforti, Michele; Di Summa, Marco; Zambelli, Giacomo
作者单位：University of Padua
摘要：We study properties of systems of linear constraints that are minimally infeasible with respect to some subset S of constraints. (i.e., systems that are infeasible but that become feasible on removal of any constraint in S). We then apply these results and a theorem of Conforti, Cornuejols, Kapoor, and Vuskovic to a class of 0, 1 matrices, for which the linear relaxation of the set-partitioning polytope LSP(A) = (x vertical bar Ax = 1, x >= 0) is integral. In this way, we obtain combinatorial ...
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作者：Maitra, Ashok P.; Sudderth, William D.
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：For an n-person stochastic game with Borel state space S and compact metric action sets A(1), A(2),...., A(n), sufficient conditions are given for the existence of subgame-perfect equilibria. One result is that such equilibria exist if the law of motion q(center dot vertical bar s, a) is, for fixed s, continuous in a = (a(1), a,....,a(n)) for the total variation norm and the payoff functions f(1), f(2),....,f(n) are bounded, Borel measurable functions of the sequence of states (s(1), s(2),...)...
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作者：Leizarowitz, Arie; Zaslavski, Alexander J.
作者单位：Technion Israel Institute of Technology
摘要：In this paper we consider infinite horizon discrete-time optimal control of Markov decision processes (MDPs) with finite state spaces and compact action sets. We restrict attention to unicost MDPs, which form a class that contains all the weakly communicating MDPs. The unicost MDPs are characterized as those MDPs for which there exists a solution to the single optimality equation. We address the problem of uniqueness and stability of minimizing Markov actions. Our main result asserts that when...
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作者：Kim, Sujin; Henderson, Shane G.
作者单位：Purdue University System; Purdue University; Cornell University
摘要：Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods has been devoted to adaptively tuning importance sampling schemes. We instead focus on adaptive methods based on control variate schemes. We introduce two adaptive control variate methods, and develop their asymptotic properties. The first method uses stochastic approximation to adaptively tune control variate estimato...
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作者：Pang, J. S.
作者单位：Rensselaer Polytechnic Institute
摘要：This paper introduces a concept termed partial B-regularity for a feasible solution to a bivariate constraint system and shows that this condition leads to the equivalence between the B-stationarity of a pair of lifted and unlifted programs. In particular, for an optimization problem with a univariate pseudoconvex objective function constrained by such a nonconvex bivariate system, partial B-regularity provides a sufficient condition for a B-stationary point to be globally optimal. Application...
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作者：Shepherd, F. B.; Vella, A.
作者单位：AT&T; McGill University
摘要：We examine formulations for the well-known b-matching problem in the presence of integer demands on the edges. A subset M of edges is feasible if for each node v the total demand of edges in M incident to v is at most b(v). We examine the system of star inequalities for this problem. This system yields an exact linear description for b-matchings in bipartite graphs. For the demand version, we show that the integrality gap for this system is at least 2.5 and at most 2.764. For general graphs, t...
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作者：Simsek, Alp; Ozdaglar, Asuman; Acemoglu, Daron
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：This paper presents an extension of the Poincare-Hopf theorem to generalized critical points of a function on a compact region with nonsmooth boundary, M, defined by a finite number of smooth inequality constraints. Given a function F: M -> R, we define the generalized critical points of F over M, define the index for the critical point, and show that the sum of the indices of the critical points is equal to the Euler characteristic of M. We use the generalized Poincare-Hopf theorem to present...
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作者：Zaslavski, Alexander J.
作者单位：Technion Israel Institute of Technology
摘要：In this paper, we use the penalty approach in order to study constrained minimization problems in infinite dimensional spaces. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. In this paper, we establish the exact penalty property for a large class of inequality-constrained minimization problems.
