作者：Bonnans, JF; Cominetti, R; Shapiro, A
作者单位：Universidad de Chile; University System of Georgia; Georgia Institute of Technology
摘要：We present a perturbation theory for finite dimensional optimization problems subject to abstract constraints satisfying a second order regularity condition. This is a technical condition that is always satisfied in the case of semi-definite optimization. We derive Lipschitz and Holder expansions of approximate optimal solutions, under a directional constraint qualification hypothesis and various second order sufficient conditions that take into account the curvature of the set defining the co...
作者：Coffman, EG; Puhalskii, AA; Reiman, MI
作者单位：Alcatel-Lucent; Lucent Technologies; AT&T; Russian Academy of Sciences
摘要：This paper studies the classical polling model under the exhaustive-service assumption; such models continue to be very useful in performance studies of computer/communication systems. The analysis here extends earlier work of the authors to the general case of nonzero switchover times. It shows that, under the standard heavy-traffic scaling, the total unfinished work in the system tends to a Bessel-type diffusion in the heavy-traffic limit. It verifies in addition that, with this change in th...
