2期

最新文章

• Almost every convex or quadratic programming problem is well posed AI翻译
  作者：Ioffe, AD; Lucchetti, RE; Revalski, JP
  作者单位：Technion Israel Institute of Technology; Polytechnic University of Milan; Bulgarian Academy of Sciences
  摘要：We provide an abstract principle aimed at proving that classes of optimization problems are typically well posed in the sense that the collection of ill-posed problems within each class is sigma-porous. As a consequence, we establish typical well-posedness in the above sense for unconstrained minimization of certain classes of functions (e.g., convex and quasi-convex continuous), as well as of convex programming with inequality constraints. We conclude the paper by showing that the collection ...
• The game of normal numbers AI翻译
  作者：Lehrer, E
  作者单位：Tel Aviv University
  摘要：We introduce a two-player game where at each period one player, say, Player 2, chooses a distribution and the other player, Player 1, chooses a realization. Player 1 wins the game if the sequence of realized outcomes is normal with respect to the sequence of distributions. We present a pure winning strategy of Player 1 and thereby provide a universal algorithm that generates a normal sequence for any discrete stochastic process. It turns out that to select the nth digit, the algorithm conducts...
• The equivalence of two expected average cost criteria for semi-Markov control processes AI翻译
  作者：Jaskiewicz, A
  作者单位：Wroclaw University of Science & Technology
  摘要：The two expected average costs used in the theory of semi-Markov control processes with a Borel state space are considered. Under some stochastic stability conditions, we prove that the two criteria are equivalent in the sense that they lead to the same optimality equation.
• MAP/M/c queue with constant impatient time AI翻译
  作者：Choi, BD; Kim, B; Zhu, DB
  作者单位：Korea University; Samsung Electronics; Samsung
  摘要：We consider a MAP/M/c queue where a customer who cannot begin to receive his service for a fixed time is lost. We find a simple Markov process by using a concept of virtual waiting time and then obtain the stationary distribution of the Markov process. We find several performance measures such as loss probability, waiting time distribution, mean waiting time, and mean queue size by using the results of the stationary distribution of the Markov process.
• A combinatorial characterization of higher-dimensional orthogonal packing AI翻译
  作者：Fekete, SP; Schepers, J
  作者单位：Braunschweig University of Technology; International Business Machines (IBM); IBM Germany
  摘要：Higher-dimensional orthogonal packing problems have a wide range of practical applications, including packing, cutting, and scheduling. Previous efforts for exact algorithms have been unable to avoid structural problems that appear for instance in two- or higher-dimensional space. We present a new approach for modeling packings, using a graph-theoretical characterization of feasible packings. Our characterization allows it to deal with classes of packings that share a certain combinatorial str...
• Discounted multiarmed bandit problems on a collection of machines with varying speeds AI翻译
  作者：Dunn, RT; Glazebrook, KD
  作者单位：University of Edinburgh
  摘要：This paper is the first to consider general multiarmed bandit problems on parallel machines working at different speeds. Block allocation policies make a once-for-all allocation of bandits to machines at time zero. In this class we describe how to achieve Blackwell optimality under given conditions. The block allocation policy identified allocates the bandits with the largest guaranteed reward rates to the machines operating at greatest speed. This policy is shown to be average-reward optimal ...
• A diffusion model for growth stocks AI翻译
  作者：Kou, SC; Kou, SG
  作者单位：Harvard University; Columbia University
  摘要：Since growth stocks tend to have low or even negative earnings and high volatility, it is a great challenge to derive a meaningful mathematical model within the traditional valuation framework. This paper attempts to derive a suitable diffusion model for growth stocks by using the idea of size distribution. Numerical illustration of the model based on the data covering the time period of the recent boom and burst of the Internet bubble is also presented.
• Optimal interventions in countable jump Markov processes AI翻译
  作者：Piunovskiy, AB
  作者单位：University of Liverpool
  摘要：In this paper an intervention refers to an immediate change of the state of the system; between interventions, the continuous-time jump Markov process is uncontrollable, with natural jump intensities. The multicriteria control problem for such a model is considered, and the constrained version is investigated with the help of the Lagrange multipliers technique. All of the theory is illustrated by an example of the optimal control of epidemic with carriers.
• Error bound moduli for conic convex systems on banach spaces AI翻译
  作者：Zheng, XY; Ng, KF
  作者单位：Yunnan University; Chinese University of Hong Kong
  摘要：We give two explicit formulas which express the error bound moduli for conic convex systems, one in terms of directional derivative, and the other in terms of the coderivative. As applications, we study error bounds for systems of infinitely many convex inequalities.
• On multivariate discrete moment problems and their applications to bounding expectations and probabilities AI翻译
  作者：Mádi-Nagy, G; Prékopa, A
  作者单位：Budapest University of Technology & Economics; Rutgers University System; Rutgers University New Brunswick
  摘要：The discrete moment problem (DMP) has been formulated as a methodology to find the minimum and/or maximum of a linear functional acting on an unknown probability distribution, the support of which is a known discrete (usually finite) set, where some of the moments are known. The moments may be binomial, power, or of more general type. The multivariate discrete moment problem (MDMP) has been initiated by the second-named author, who developed a linear programming theory and methodology for the ...