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作者：Perry, D; Stadje, W; Zacks, S
作者单位：University of Haifa; University Osnabruck; State University of New York (SUNY) System; Binghamton University, SUNY
摘要：A production/inventory system is filled continuously at rate I and satisfies demands of i.i.d. random sizes that arrive at Poisson times. For this system we consider two clearing policies. Under sporadic review, clearing takes place after a random time independent of the content process. Under continuous review, the system is cleared as soon as the inventory level reaches some pre-specified threshold. We derive explicit results for the associated expected discounted cost functionals under both...
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作者：Deb, S; Shakkottai, S; Srikant, R
作者单位：Alcatel-Lucent; Lucent Technologies; University of Texas System; University of Texas Austin; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Congestion controllers for the Internet are typically designed based on deterministic delay differential equation models. In this paper, we consider the case of a single link accessed by many TCP-like congestion-controlled flows and uncontrolled flows that are modeled as stochastic disturbances. We show that if the number of flows is large and the link capacity is scaled in proportion to the number of users, then under appropriate conditions, the trajectory of the stochastic system is eventual...
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作者：Hordijk, A; van der Laan, D
作者单位：Leiden University - Excl LUMC; Leiden University; Vrije Universiteit Amsterdam
摘要：We consider a deterministic queueing system in which N >= 2 servers of different speeds operate in parallel. Each service in queue i takes the deterministic time S-i. Identical customers arrive exactly one per time unit, and it is desirable to route them to the queues so that the average waiting time (we consider as waiting time the time a customer waits in the buffer of a queue, and thus the service time is not included in this) is minimized. We provide an algorithm to compute lower and upper...
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作者：Arutyunov, AV; Izmailov, AF
作者单位：Peoples Friendship University of Russia; Lomonosov Moscow State University
摘要：We present the local sensitivity analysis for cone-constrained optimization problems under the CQ-type conditions significantly weaker than those traditionally used in this context. Our basic sensitivity results are established under the first or second-order sufficient optimality conditions combined with the estimate of the distance to the feasible set of the perturbed problem. We demonstrate how such an estimate can be obtained under the assumptions weaker than Robinson's CQ, and establish t...
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作者：Wang, H
作者单位：Brown University
摘要：We consider a continuous time optimal stopping problem with multiple entries and forced exits. The value for such an optimization problem with a general payoff function is solved in closed form under the assumption that the state process is a geometric Brownian motion and the forced exits come in according to a Poisson process. The effect due to the forced exits is analyzed. It is shown that the presence of the forced exits is a true risk (meaning that it will reduce the value and enlarge the ...
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作者：Iyengar, GN
作者单位：Columbia University
摘要：In this paper we propose a robust formulation for discrete time dynamic programming (DP). The objective of the robust formulation is to systematically mitigate the sensitivity of the DP optimal policy to ambiguity in the underlying transition probabilities. The ambiguity is modeled by associating a set of conditional measures with each state-action pair. Consequently, in the robust formulation each policy has a set of measures associated with it. We prove that when this set of measures has a c...
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作者：Balaji, R; Parthasarathy, T; Raman, DS; Vetrivel, V
作者单位：Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Madras; University of Hyderabad; Indian Statistical Institute; Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Madras
摘要：In this paper, we investigate the Lipschitz continuity of the solution map in semidefinite linear complementarity problems. For a monotone linear transformation defined on the space of real symmetric n x n matrices, we show that the Lipschitz continuity of the solution map implies the globally uniquely solvable (GUS)-property. For Lyapunov transformations with the Q-property, we prove that the Lipschitz continuity of the solution map is equivalent to the strong monotonicity property. For the d...
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作者：Thibault, L; Zlateva, N
作者单位：Universite de Montpellier; University of Sofia; Universite de Montpellier
摘要：We study on a product Banach space the properties of a class of saddle functions called partially ball weakly inf-compact. For such a function we prove that the domain of the subdifferential is nonempty, that the operator naturally associated with the subdifferential is maximal monotone, and that the subdifferential of the function is integrable. For a function in a large subclass of that class we prove the density of the domain of the subdifferential in the domain of the function.
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作者：Marinacci, M; Montrucchio, L
作者单位：University of Turin; University of Turin
摘要：We study the properties of ultramodular functions, a class of functions that generalizes scalar convexity and that naturally arises in some economic and statistical applications.
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作者：Zhang, JW; Chen, B; Ye, YY
作者单位：New York University; University of Warwick; Stanford University
摘要：We present a multiexchange local search algorithm for approximating the capacitated facility location problem (CFLP), where a new local improvement operation is introduced that possibly exchanges multiple facilities simultaneously. We give a tight analysis for our algorithm and show that the performance guarantee of the algorithm is between 3 + 2 root 2- epsilon and 3 + 2 root 2- + epsilon for any given constant epsilon > 0. The previously known best approximation ratio for the CFLP is 7.88, a...
