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作者：Purves, Roger A.; Sudderth, William D.
作者单位：University of California System; University of California Berkeley; University of Minnesota System; University of Minnesota Twin Cities
摘要：It has been shown that every n-person, perfect information game with no chance moves and bounded, lower semicontinuous payoffs has a subgame perfect epsilon-equilibrium in pure strategies. Here the same is proved when the payoffs are bounded and upper semicontinuous.
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作者：Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
作者单位：Bocconi University; Bocconi University; University of Turin; University of Turin; Collegio Carlo Alberto
摘要：We introduce a notion of complete monotone quasiconcave duality, motivated by some economic applications. We show that this duality holds for important classes of quasiconcave functions.
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作者：Pang, C. H. Jeffrey
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We propose a new concept of generalized differentiation of set-valued maps that captures first-order information. This concept encompasses the standard notions of Frechet differentiability, strict differentiability, calmness and Lipschitz continuity in single-valued maps, and the Aubin property and Lipschitz continuity in set-valued maps. We present calculus rules, sharpen the relationship between the Aubin property and coderivatives, and study how metric regularity and open covering can be re...
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作者：Dai, J. G.; Tezcan, Tolga
作者单位：University System of Georgia; Georgia Institute of Technology; University of Rochester
摘要：We consider a class of queueing systems that consist of server pools in parallel and multiple customer classes. Customer service times are assumed to be exponentially distributed. We study the asymptotic behavior of these queueing systems in a heavy traffic regime that is known as the Halfin-Whitt many-server asymptotic regime. Our main contribution is a general framework for establishing state space collapse results in this regime for parallel server systems. In our work, state space collapse...
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作者：Wachs, Allise O.; Schochetman, Irwin E.; Smith, Robert L.
作者单位：Oakland University; University of Michigan System; University of Michigan
摘要：We consider a nonhomogeneous stochastic infinite horizon optimization problem whose objective is to minimize the overall average cost per period of an infinite sequence of actions (average optimality). Optimal solutions to such problems will in general be nonstationary. Moreover, a solution that initially makes poor decisions, and then selects wisely thereafter, can be average optimal. However, we seek average optimal solutions with optimal short-term, as well as long-term, behavior. Our appro...
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作者：Pennanen, Teemu
作者单位：University of Jyvaskyla
摘要：This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance. The unification allows the extension of some useful techniques from these two fields to a much wider class of problems. In particular, combining certain finite-dimensional techniques from convex analysis with measur...
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作者：Schulz, Andreas S.; Uhan, Nelson A.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Purdue University System; Purdue University
摘要：We consider the problem of minimizing the weighted sum of completion times on a single machine subject to bipartite precedence constraints in which all minimal jobs have unit processing time and zero weight, and all maximal jobs have zero processing time and unit weight. For various probability distributions over these instances-including the uniform distribution-we show several almost all-type results. First, we show that almost all instances are prime with respect to a well-studied decomposi...
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作者：Kabadi, Santosh N.; Punnen, Abraham P.
作者单位：University of New Brunswick; Simon Fraser University
摘要：An instance of the quadratic assignment problem (QAP) with cost matrix Q is said to be linearizable if there exists an instance of the linear assignment problem (LAP) with cost matrix C such that for each assignment, the QAP and LAP objective function values are identical. Several sufficiency conditions are known that guarantee linearizability of a QAP. However, no polynomial time algorithm is known to test if a given instance of QAP is linearizable. In this paper, we give a necessary and suff...
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作者：Ralph, Daniel; Stein, Oliver
作者单位：University of Cambridge; Helmholtz Association; Karlsruhe Institute of Technology
摘要：We introduce nondegeneracy and the C-index for C-stationary points of a QPCC, that is, for a mathematical program with a quadratic objective function and linear complementarity constraints. The C-index characterizes the qualitative local behavior of a QPCC around a nondegenerate C-stationary point. The article focuses on the structure of the C-stationary set of QPCCs depending on a real parameter. We show that, for generic QPCC data, the C-index changes exactly at turning points of the C-stati...
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作者：Bolte, Jerome; Daniilidis, Aris; Lewis, Adrian S.
作者单位：Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics; Autonomous University of Barcelona; Cornell University
摘要：We consider linear optimization over a nonempty convex semialgebraic feasible region F. Semidefinite programming is an example. If F is compact, then for almost every linear objective there is a unique optimal solution, lying on a unique active manifold, around which F is partly smooth, and the second-order sufficient conditions hold. Perturbing the objective results in smooth variation of the optimal solution. The active manifold consists, locally, of these perturbed optimal solutions; it is ...
