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作者：Aardal, Karen; von Heymann, Frederik
作者单位：Delft University of Technology; University of Cologne
摘要：Lattice-based reformulation techniques have been used successfully both theoretically and computationally. One such reformulation is obtained from the kernel lattice associated with an input matrix. Some of the hard instances in the literature that have been successfully tackled by lattice-based techniques have randomly generated input. Since the considered instances are very hard even in low dimension, less experience is available for larger instances. Recently, we have studied larger instanc...
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作者：Antoniadou, Elena; Mirman, Leonard J.; Ruble, Richard
作者单位：Australian National University; University of Virginia; emlyon business school; Centre National de la Recherche Scientifique (CNRS); Ecole Normale Superieure de Lyon (ENS de LYON); Universite Claude Bernard Lyon 1; Universite Jean Monnet; Universite Lyon 2; CNRS - Institute for Humanities & Social Sciences (INSHS)
摘要：We consider the consumer problem under uncertainty when the consumer can choose the quantity of a risk-free good and the lottery, or distribution, of a risky good from a set of distributions. These goods are imperfect substitutes in the consumer preferences, with additive preferences a special case. We develop sufficient conditions for the choice of the risky good to be monotone with respect to income, exploring different notions of monotonicity. The sufficient conditions are ordinal, independ...
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作者：Borst, Sem; Egorova, Regina; Zwart, Bert
作者单位：AT&T; Alcatel-Lucent; Eindhoven University of Technology; Vrije Universiteit Amsterdam; University System of Georgia; Georgia Institute of Technology
摘要：Bandwidth-sharing networks as considered by Roberts and Massoulie [28] (Roberts JW, Massoulie L (1998) Bandwidth sharing and admission control for elastic traffic. Proc. ITC Specialist Seminar, Yokohama, Japan) provide a natural modeling framework for describing the dynamic flow-level interaction among elastic data transfers. Under mild assumptions, it has been established that a wide family of so-called alpha-fair bandwidth-sharing strategies achieve stability in such networks provided that n...
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作者：Boros, Endre; Scozzari, Andrea; Tardella, Fabio; Veneziani, Pierangela
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University System; Rutgers University New Brunswick; Niccolo Cusano Online University; Sapienza University Rome; State University of New York (SUNY) System; State University of New York (SUNY) Brockport
摘要：We consider the problem of finding upper and lower bounds for the probability of the union of events when the probabilities of the single events and the probabilities of the intersections of up to m events are given. It is known that the best possible bounds can be obtained by solving linear programming problems with a number of variables that is exponential in the number of events. Because of their size and structure, these large linear programs are known to be very hard to solve. In the lite...
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作者：Weerasinghe, Ananda
作者单位：Iowa State University
摘要：We consider a sequence of many-server queueing systems with impatient customers of the type G/M/n + GI in heavy traffic. This sequence is indexed by n, where the parameter n represents the number of servers in the nth system. The state process is considered to be the diffusion-scaled total customer count in the system and the service rate is a state-dependent perturbation of a given basic service rate mu(0) > 0. When the system is critically loaded in the Halfin-Whitt heavy traffic regime, we ...
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作者：Alon, Shiri
作者单位：Bar Ilan University
摘要：An axiomatic model is presented in which a utility function over consequences, unique up to location and unit, is derived. The assumptions apply to a binary relation over purely subjective acts, namely, no exogenous probabilities are assumed. The main assumption used is a weak trade-off consistency condition. The model generalizes the biseparable model of Ghirardato and Marinacci [Ghirardato P, Marinacci M (2001) Risk, ambiguity, and the separation of utility and beliefs. Math. Oper. Res. 26(4...
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作者：Budhiraja, Amarjit; Chen, Jiang; Rubenthaler, Sylvain
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Universite Cote d'Azur; Centre National de la Recherche Scientifique (CNRS)
摘要：Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady-state performance of the corresponding stochastic networks, and thus it is important to develop reliable and efficient algorithms for numerical computation of such distributions. In this work we propose and analyze a Monte-Carlo scheme based on an Euler type discretization of the ref...
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作者：Ehlers, Lars; Klaus, Bettina
作者单位：Universite de Montreal; Universite de Montreal; University of Lausanne
摘要：In college admissions and student placements at public schools, the admission decision can be thought of as assigning indivisible objects with capacity constraints to a set of students such that each student receives at most one object and monetary compensations are not allowed. In these important market design problems, the agent-proposing deferred-acceptance (DA) mechanism with responsive strict priorities performs well, and economists have successfully implemented DA-mechanisms or slight va...
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作者：Pashkovich, Kanstantsin
作者单位：Universite Libre de Bruxelles
摘要：It is well known that the permutahedron IIn has 2(n) - 2 facets. The Birkhoff polytope provides a symmetric extended formulation of IIn of size Theta(n(2)). Recently, Goemans described a non-symmetric extended formulation of IIn of size Theta(n log n). In this paper, we prove that Omega(n(2)) is a lower bound for the size of symmetric extended formulations of IIn. Moreover, we prove that the cardinality indicating polytope has the same tight lower bounds for the sizes of symmetric and nonsymme...
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作者：Segev, Danny
作者单位：University of Haifa
摘要：The main contribution of this paper is to propose a new dynamic-programming approach that epsilon-approximates the joint replenishment problem, with stationary demands and holding costs, in its discrete-time finite-horizon setting. Our first and foremost objective is to show that the computation time of classical dynamic-programming algorithms can be improved on by orders of magnitude when one is willing to lose an epsilon-factor in optimality. Based on synthesizing ideas such as commodity agg...
