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作者：Jelenkovic, P; Momcilovic, P
作者单位：Columbia University
摘要：We investigate the distribution of the waiting time V in a stable M/G/1 processor-sharing queue with traffic intensity p < 1. When the distribution of a customer service request B belongs to a large class of subexponential distributions with tails heavier than e(-rootx), it is shown that P[V > x] = P[B > (1 - p)x](1 + o(1)) as x --> infinity. Furthermore, we demonstrate that the preceding relationship does not hold if the service distribution has a lighter tail than e(-rootx).
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作者：Cavazos-Cadena, R; Montes-de-Oca, R
作者单位：Universidad Autonoma Metropolitana - Mexico
摘要：This work concerns discrete-time Markov decision chains with finite state space and bounded costs. The controller has constant risk sensitivity A, and the performance of a control policy is measured by the corresponding risk-sensitive average cost criterion. Assuming that the optimality equation has a solution, it is shown that the value iteration scheme can be implemented to obtain, in a finite number of steps, (1) an approximation to the optimal A-sensitive average cost with an error less th...
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作者：Cheung, D; Cucker, F; Peña, J
作者单位：Carnegie Mellon University
摘要：In recent years, several condition numbers were defined for a variety of linear programming problems based upon relative distances to ill-posedness. In this paper, we provide a unifying view of soma: of these condition numbers. To do so, we introduce yet another linear programming problem and show that its distance to ill-posedness naturally captures the most commonly used distances to ill-posedness.
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作者：Nickel, S; Puerto, J; Rodriguez-Chia, AM
作者单位：Saarland University; University of Sevilla; Universidad de Cadiz
摘要：In this paper, we deal with single facility location problems in a general normed space in which the existing facilities are represented by convex sets of points. The criterion to be satisfied by the service facility is the minimization of an increasing, convex function of the distances from the service facility to the closest point of each demand set. We obtain a geometrical characterization of the set of optimal solutions for this problem. Two remarkable cases-the classical Weber problem and...
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作者：Laurent, M
摘要：Sherali and Adams (1990), Lovasz and Schrijver, (1991) and, recently, Lasserre (2001b) have constructed hierarchies of successive linear or semidefinite relaxations of a 0-1 polytope P subset of or equal to R-n converging to P in n steps. Lasserre's approach uses results about representations of positive polynomials as sums of squares and the dual theory of moments. We present the three methods in a common elementary framework and show that the Lasserre construction provides the tightest relax...
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作者：Orshan, G; Sudhölter, P
作者单位：Hebrew University of Jerusalem; Open University Israel; University of Southern Denmark
摘要：By means of an example, it is shown that the prenucleolus is not the only minimal solution that satisfies nonemptiness, Pareto optimality, covariance, the equal treatment property, and the reduced game property, even if the universe of players is infinite. This example also disproves a conjecture of Gurvich et al. (1994). As a second result, we prove that the prenucleolus is axiomatized by nonemptiness, covariance, the equal treatment property, and the reconfirmation property, provided the uni...
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作者：Kern, W; Paulusma, D
作者单位：University of Twente
摘要：A matching game is a cooperative game defined by a graph G = (N, E). The player set is N and the value of a coalition S subset of or equal to N is defined as the size of a maximum matching in the subgraph induced by S. We show that the nucleolus of such games can be computed efficiently. The result is based on an alternative characterization of the least core, which may be of independent interest. The general case of weighted matching games remains unsolved.
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作者：Makis, V; Jiang, X
作者单位：University of Toronto; Louisiana State University System; Louisiana State University
摘要：In this paper, we present a framework for the condition-based maintenance optimization. A technical system which can be in one of N operational states or in a failure state is considered. The system state is not observable, except the failure state. The information that is stochastically related to the system state is obtained through condition monitoring at equidistant inspection times. The system can be replaced at any time; a preventive replacement is less costly than failure replacement. T...
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作者：Pang, JS; Sun, DF; Sun, J
作者单位：Johns Hopkins University; National University of Singapore; National University of Singapore
摘要：Based on an inverse function theorem for a system of semismooth equations, this paper establishes several necessary and sufficient conditions for an isolated solution of a complementarity problem defined on the cone of symmetric positive semidefinite matrices to be strongly regular/stable. We show further that for a parametric complementarity problem of this kind, if a solution corresponding to a base parameter is strongly stable, then a semismooth implicit solution function exists whose direc...
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作者：Mannor, S; Shimkin, N
作者单位：Massachusetts Institute of Technology (MIT); Technion Israel Institute of Technology
摘要：This paper proposes an extension of the regret minimizing framework from repeated matrix games to stochastic game models, under appropriate recurrence conditions. A decision maker, PI, who wishes to maximize his long-term average reward is facing a Markovian environment, which may also be affected by arbitrary actions of other agents. The latter are collectively modeled as a second player, P2, whose strategy is arbitrary. Both states and actions are fully observed by both players. While PI may...
