作者：MONTICINO, MG
摘要：Suppose measurability structures are imposed upon a Dubins and Savage gambling problem. A long-standing question asks whether strategies which are measurable with respect to these structures enable the gambler to maximize his return. Measurable strategies have the advantage over arbitrary strategies in that they induce countably additive probability measures. In this work, we show that measurable strategies are adequate in order to maximize return if and only if the optimal return function is ...
作者：PETERSON, WP
摘要：The central result of this paper is a heavy traffic limit theorem for the vector of total station workloads in an open network of queues with multiple customer types, under first-come-first-served and priority disciplines. The limit process is a regulated Brownian motion on the nonnegative orthant, with parameters specified from the first two moments of the interarrival and service time distributions and a matrix of reduced routing information. Through the phenomenon of state space collapse, a...
