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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：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...
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作者：Clark, SA
作者单位：University of Kentucky
摘要：This paper constructs an infinite-dimensional version of the Duality Theorem for a Linear Program (LP). The algebraic dual LP is replaced with a new program called the topological dual LP that closes the range of the adjoint operator. Under some mild nondegeneracy conditions involving strict positivity, the new Duality Theorem asserts that the optimal value of the primal LP equals the optimal value of the topological dual LP. Some applications to mathematical finance are also included.
