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作者：GRANOT, D; GRANOT, F
摘要：We analyze three subclasses of cooperative games arising from network optimization problems in which the resources, such as arcs or nodes in the network, are controlled by individuals who have conflicting objectives. The first subclass of cooperative games is induced by network optimization problems over directed augmented trees. We show that for this subclass of games the kernel coincides with the nucleolus, and that the nucleolus can be characterized as the unique revenue allocation vector i...
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作者：HAUSSMANN, UG
摘要：The quadratic variation of Brownian motion is used to give a new definition of a generalized Hessian for nonsmooth functions, totally independently of any gradients. A calculus is developed for the generalized Hessian of functions whose gradient is Lipschitz. It is also shown that for convex functions the Hessian is nonempty.
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作者：FEINBERG, EA
作者单位：Yale University
摘要：We consider a discrete time Markov decision model with Borel state and action spaces. It is proved that the supremum of the expected total rewards under all randomized stationary strategies is equal to the supremum of these rewards under all (nonrandomized) stationary strategies.
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作者：HORVATH, L
摘要：We consider a queueing system with one or more stations. We show that the queue length processes can be approximated with Brownian motions or reflected Brownian motions. Using the approximations we obtain rates of convergence of the distributions and expected values of queue lengths.
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作者：ROBINSON, SM
摘要：We study a certain piecewise linear manifold, which we call the normal manifold, associated with a polyhedral convex set, and a family of continuous functions, called normal maps, that are induced on this manifold by continuous functions from R(n) to R(n). These normal maps occur frequently in optimization and equilibrium problems, and the subclass of normal maps induced by linear transformations plays a key role. Our main result is that the normal map induced by a linear transformation is a L...
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作者：NOWAK, AS; RAGHAVAN, TES
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：The following theorem is proved: Every nonzero-sum discounted stochastic game in countably generated measurable state space with compact metric action spaces admits a stationary correlated equilibrium point with symmetric (public) information whenever the immediate rewards and transition densities are measurable with respect to the state variable and continuous with respect to joint actions.
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作者：RITT, RK; SENNOTT, LI
摘要：The result of Sennott [9] on the existence of optimal stationary policies in countable state Markov decision chains with finite action sets is generalized to arbitrary state space Markov decision chains. The assumption of finite action sets occurring in a global countable action space allows a particularly simple theoretical structure for the general state space Markov decision chain. Two examples illustrate the results. Example 1 is a system of parallel queues with stochastic work requirement...
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作者：THACH, PT
摘要：We consider the problem min{f(x, y): g(i)(x, y) less-than-or-equal-to 0, i = 1,..., m, x is-an-element-of X, y is-an-element-of Y} where f and the g(i) are lower semicontinuous and convex in y for fixed x but not convex jointly in (x, y), X is a compact subset of R(n), Y is a closed convex set in R(m). In order to decompose this problem into subproblems, each depending either on the x-variables alone or the y-variables alone, we propose a new partitioning method which does not require the Bend...
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作者：GRANOT, D; GRANOT, F
摘要：We present a computational analysis of a game theoretic approach to a cost allocation problem arising from a graph optimization problem, referred to as the fixed cost spanning forest (FCSF) problem. The customers in the FCSF problem, represented by nodes in a graph G, are in need of service that can be produced at some facilities yet to be constructed. The cost allocation problem is concerned with the fair distribution of the cost of providing the service among customers. We formulate this cos...
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作者：MAITRA, A; SUDDERTH, W
摘要：We consider the negative dynamic programming model of Strauch [12] and prove that the optimal reward function can be obtained by a transfinite iteration of the optimal reward operator. We show that a player loses nothing by restricting himself to measurable policies, if the returns from nonmeasurable policies are evaluated by lower integrals.
