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作者：PREATER, J
摘要：Two secretary problems based on relative rank are considered, in which the decision maker has any fixed number of choices. In the first the payoff depends in an arbitrary way on acquisitions of ranks 1 and 2; in the second the aim is to maximise the probability of obtaining the best 3 objects. In each case the existence of an optimal selection policy of time threshold type is established.
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作者：SHAPIRO, A
摘要：We study continuity properties of optimal solutions of parametrized semi-infinite programming problems. The involved constraints are formulated in a form of cone constraints and then a slightly modified general result of Shapiro and Bonnans (1992) on Lipschitzian stability of optimal solutions is applied. It is shown that under certain second-order sufficient conditions, optimal solutions of the semi-infinite programs are Lipschitzian stable provided a regularity assumption related to a linear...
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作者：LUC, DT; THERA, M
作者单位：Universite de Limoges
摘要：A new concept of derivative is introduced reflecting the global, rather than the local, behavior of a given function. Basic properties and calculus rules for this derivative are provided. Then they are applied to establish some characterizations of convex functions and some optimality conditions in mathematical programming.
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作者：KRICHAGINA, EV; LOU, SXC; TAKSAR, MI
作者单位：State University of New York (SUNY) System; Stony Brook University
摘要：We consider the control of a manufacturing system producing one product. The demand for this product is random. The manager can produce the product at a fixed rate r, or choose to stop the production. Each time the production is resumed, a setup cost must be paid. To prevent the backlog, which is not allowed, the manager can buy the product from outside vendors, paying a fixed order cost and a variable cost. There is also a linear inventory holding cost. The objective is to minimize the total ...
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作者：NDOUTOUME, JL
摘要：This paper deals with the theory of first-order necessary conditions of optimality for nonsmooth control problems governed by variational inequalities. We present a general approach in which necessary conditions of first-order are obtained by means of differentiation tools based on epi-convergence of second-order differential quotients.
