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作者：Levi, Retsef; Pal, Martin; Roundy, Robin O.; Shmoys, David B.
作者单位：Massachusetts Institute of Technology (MIT); Alphabet Inc.; Google Incorporated; Cornell University; Cornell University
摘要：We consider two classical stochastic inventory control models, the periodic-review stochastic inventory control problem and the stochastic lot-sizing problem. The goal is to coordinate a sequence of orders of a single commodity, aiming to supply stochastic demands over a discrete, finite horizon with minimum expected overall ordering, holding, and backlogging costs. In this paper, we address the important problem of finding computationally efficient and provably good inventory control policies...
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作者：Goldberg, Yair
作者单位：Hebrew University of Jerusalem
摘要：The minmax in repeated games with imperfect monitoring can differ from the minmax of those games with perfect monitoring when two or more players are able to gain common information known only to themselves, and utilize this information at a later stage. Gossner and Tomala showed that in a class of such games, the minmax is given by a weighted average of the payoffs of two main strategies: one in which the information is gained, and the other in which the information is utilized. However, all ...
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作者：Ruszczynski, Andrzej; Shapiro, Alexander
作者单位：Rutgers University System; Rutgers University New Brunswick; University System of Georgia; Georgia Institute of Technology
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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.
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作者：Gupta, Anupam; Ravi, R.; Sinha, Amitabh
作者单位：Carnegie Mellon University; Carnegie Mellon University; University of Michigan System; University of Michigan
摘要：We study the Steiner tree problem and the single-cable single-sink network design problem under a two-stage stochastic model with recourse and finitely many scenarios. In these models, some edges are purchased in a first stage when only probabilistic information about the second stage is available. In the second stage, one of a finite number of specified scenarios is realized, which results in the set of terminals becoming known and the opportunity to purchase additional edges (under an inflat...
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作者：Asmussen, Soren; Pihlsgard, Mats
作者单位：Aarhus University
摘要：We consider a Levy process that is reflected at 0 and at K > 0. The reflected process is obtained by adding the difference between the local time at 0 and the local time at K to the sum of the feeding Levy process and an initial condition. We define the loss rate to be the expectation of the local time at K at time I under stationary conditions. The main result of the paper is the identification of the loss rate in terms of the stationary measure of the reflected process and the characteristic...
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作者：Bouza, Gemayqzel; Still, Georg
作者单位：Universidad de la Habana
摘要：In this paper, optimization problems P with complementarity constraints are considered. Characterizations for local minimizers (x) over bar of P of Orders 1 and 2 are presented. We analyze a parametric smoothing approach for solving these programs in which P is replaced by a perturbed problem P-tau depending on a (small) parameter tau. We are interested in the convergence behavior of the feasible set F-tau and the convergence of the solutions (x) over bar (7) of P-tau for tau -> 0. In particul...
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作者：Bonet, Blai
作者单位：Simon Bolivar University
摘要：We establish a bound on the convergence time of the value iteration algorithm on stochastic shortest-path problems. The bound. which applies for admissible initial vectors as, for example, J 0, implies a polynomial-time convergence of value iteration for all problems with polynormally bounded ||J*||/g. This result gives a partial answer to the open problem of bounding the convergence time of value iteration on arbitrary initial vectors. The proof is obtained by analyzing a stochastic process a...
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作者：Moulin, Herve
作者单位：Rice University
摘要：A deterministic server is shared by users with identical linear waiting costs, requesting jobs of arbitrary lengths. Shortest jobs are served first for efficiency. The server can monitor the length of a job but not the identity of the job's user, thus merging, splitting, or partially transferring jobs offer cooperative strategic opportunities. Can we design cash transfers to neutralize such manipulations? We prove that mergeproofness and splitproofness are not compatible, and that it is simila...
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作者：Naniewicz, Zdzislaw
作者单位：Cardinal Stefan Wyszynski University in Warsaw
摘要：The motivation for this paper is the Walrasian general equilibrium model of economy, as formulated by Arrow and Debreu [Arrow, K., G. Debreu. 1954. Existence of an equilibrium for a competitive economy. Econometrica 22 264-290]. The problem considered takes the form of a system of variational inequalities on a reflexive Banach space as the infinite dimensional commodity space. The conditions sufficient for the existence of solutions are provided by means of the theory of pseudomonotone multiva...
