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作者：RALPH, D
摘要：A natural damping of Newton's method for nonsmooth equations is presented. This damping, via the path search instead of the traditional line search, enlarges the domain of convergence of Newton's method and therefore is said to be globally convergent. Convergence behavior is like that of line search damped Newton's method for smooth equations, including Q-quadratic convergence rates under appropriate conditions. Applications of the path search include damping Robinson-Newton's method for nonsm...
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作者：HUANG, Y; KALLENBERG, LCM
摘要：This paper proves constructively the existence of optimal policies for maximum one-period mean-to-standard-deviation-ratio, negative variance-with-bounded-mean and mean-penalized-by-variance Markov decision chains by reducing them to a related mathematical program. This program entails maximizing (xB/D(xb)) + C(xb) over x in a polytope and with given bounds on xb where C and D are convex and either D is constant or D is positive and nondecreasing, C is nondecreasing and xB is nonpositive. This...
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作者：DENG, XT; PAPADIMITRIOU, CH
作者单位：University of California System; University of California San Diego
摘要：We study from a complexity theoretic standpoint the various solution concepts arising in cooperative game theory. We use as a vehicle for this study a game in which the players are nodes of a graph with weights on the edges, and the value of a coalition is determined by the total weight of the edges contained in it. The Shapley value is always easy to compute. The core is easy to characterize when the game is convex, and is intractable (NP-complete) otherwise. Similar results are shown for the...
