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作者：van der Laan, D
作者单位：Vrije Universiteit Amsterdam
摘要：In this paper we consider the problem of routing deterministic arriving jobs to parallel servers with deterministic (distinct) service times, where we assume that the arrival rate of the jobs is equal to the total service capacity of the servers. Our goal is to find routing policies that minimize the long-run average waiting time of the arriving jobs. We give lower and upper bounds for the minimal long-run average waiting time, and we present results on the structure of optimal policies. We de...
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作者：Flores-Bazán, F; López, R
作者单位：Universidad de Concepcion
摘要：In this work we study the classical linear complementarity problem LCP by describing the asymptotic behavior of the approximate solutions to its variational inequality formulation. Thus, some properties satisfied by the directions which are limits of the normalized unbounded approximate solutions will be established. Based on this analysis, various equivalent conditions guaranteeing the existence of solutions to LCP are given. In particular, the sufficient condition of Gowda and Pang expressed...
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作者：Freund, RM; Ordónez, F
作者单位：Massachusetts Institute of Technology (MIT); University of Southern California
摘要：The purpose of this paper is to extend, as much as possible, the modern theory of condition numbers for conic convex optimization: [GRAPHICS] to the more general nonconic format: [GRAPHICS] where P is any closed convex set, not necessarily a cone, which we call the ground-set. Although any convex problem can be transformed to conic form, such transformations are neither unique nor natural given the natural description of many problems, thereby diminishing the relevance of data-based condition ...
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作者：Oskoorouchi, MR; Goffin, JL
作者单位：California State University System; California State University San Marcos; McGill University; Universite de Montreal
摘要：The convex feasibility problem in general is a problem of finding a point in a convex set that contains a full dimensional ball and is contained in a compact convex set. We assume that the outer set is described by second-order cone inequalities and propose an analytic center cutting plane technique to solve this problem. We discuss primal and dual settings simultaneously. Two complexity results are reported: the complexity of restoration procedure and complexity of the overall algorithm. We p...
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作者：Pennanen, T
作者单位：Aalto University
摘要：In many dynamic stochastic optimization problems in practice, the uncertain factors are best modeled as random variables with an infinite support. This results in infinite-dimensional optimization problems that can rarely be solved directly. Therefore, the random variables (stochastic processes) are often approximated by finitely supported ones (scenario trees), which result in finite-dimensional optimization problems that are more likely to be solvable by available optimization tools. This pa...
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作者：Solan, E
作者单位：Tel Aviv University
摘要：We introduce a new approach to studying subgame-perfect equilibrium payoffs in stochastic games: the differential equations approach. We apply our approach to quitting games with perfect information. Those are sequential games in which at every stage one of n players is chosen; each player is chosen with probability 1/n. The chosen player i decides whether to quit, in which case the game terminates and the terminal payoff is some vector a(i) is an element of R-n, or whether to continue, in whi...
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作者：Caprara, A; Lodi, A; Monaci, M
作者单位：University of Bologna
摘要：We present an asymptotic fully polynomial time approximation scheme for the two-dimensional generalization of Bin Packing, which requires packing (or cutting) a given set of rectangles from the minimum number of square bins, with the further restriction that packing the rectangles in the bins is done in two stages, as is frequently the case in real-world applications. To the best of our knowledge, this is the first approximation scheme for a nontrivial two-dimensional (and real-world) generali...
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作者：Whitt, W
作者单位：Columbia University
摘要：We establish heavy-traffic stochastic-process limits for queue-length, waiting-time and overflow stochastic processes in a class of G/GI/n/m queueing models with n servers and m extra waiting spaces. We let the arrival process be general, only requiring that it satisfy a functional central limit theorem. To capture the impact of the service-time distribution beyond its mean within a Markovian framework, we consider a special class of service-time distributions, denoted by H-2(*), which are mix...
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作者：Chiarolla, MB; Haussmann, UG
作者单位：Sapienza University Rome; University of British Columbia
摘要：We consider a firm producing a single consumption good that makes irreversible investments to expand its production capacity. The firm aims to maximize its expected total discounted real profit net of investment on a finite horizon T. The capacity is modeled as a controlled Ito process where the control is the real investment, which is not necessarily a rate, but more generally a monotone process. The result is a singular stochastic control problem. We introduce the associated optimal stopping...
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作者：Shapiro, A
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：In this paper we discuss local uniqueness, continuity, and differentiability properties of solutions of parameterized variational inequalities (generalized equations). To this end we use two types of techniques. One approach consists in formulating variational inequalities in a form of optimization problem based on regularized gap functions, and applying a general theory of perturbation analysis of parameterized optimization problems. Another approach is based on a theory of contingent (outer ...
