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作者：Leizarowitz, Arie; Zaslavski, Alexander J.
作者单位：Technion Israel Institute of Technology
摘要：In this paper we consider infinite horizon discrete-time optimal control of Markov decision processes (MDPs) with finite state spaces and compact action sets. We restrict attention to unicost MDPs, which form a class that contains all the weakly communicating MDPs. The unicost MDPs are characterized as those MDPs for which there exists a solution to the single optimality equation. We address the problem of uniqueness and stability of minimizing Markov actions. Our main result asserts that when...
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作者：Kim, Sujin; Henderson, Shane G.
作者单位：Purdue University System; Purdue University; Cornell University
摘要：Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods has been devoted to adaptively tuning importance sampling schemes. We instead focus on adaptive methods based on control variate schemes. We introduce two adaptive control variate methods, and develop their asymptotic properties. The first method uses stochastic approximation to adaptively tune control variate estimato...
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作者：Pang, J. S.
作者单位：Rensselaer Polytechnic Institute
摘要：This paper introduces a concept termed partial B-regularity for a feasible solution to a bivariate constraint system and shows that this condition leads to the equivalence between the B-stationarity of a pair of lifted and unlifted programs. In particular, for an optimization problem with a univariate pseudoconvex objective function constrained by such a nonconvex bivariate system, partial B-regularity provides a sufficient condition for a B-stationary point to be globally optimal. Application...
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作者：Shepherd, F. B.; Vella, A.
作者单位：AT&T; McGill University
摘要：We examine formulations for the well-known b-matching problem in the presence of integer demands on the edges. A subset M of edges is feasible if for each node v the total demand of edges in M incident to v is at most b(v). We examine the system of star inequalities for this problem. This system yields an exact linear description for b-matchings in bipartite graphs. For the demand version, we show that the integrality gap for this system is at least 2.5 and at most 2.764. For general graphs, t...
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作者：Simsek, Alp; Ozdaglar, Asuman; Acemoglu, Daron
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：This paper presents an extension of the Poincare-Hopf theorem to generalized critical points of a function on a compact region with nonsmooth boundary, M, defined by a finite number of smooth inequality constraints. Given a function F: M -> R, we define the generalized critical points of F over M, define the index for the critical point, and show that the sum of the indices of the critical points is equal to the Euler characteristic of M. We use the generalized Poincare-Hopf theorem to present...
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作者：Zaslavski, Alexander J.
作者单位：Technion Israel Institute of Technology
摘要：In this paper, we use the penalty approach in order to study constrained minimization problems in infinite dimensional spaces. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. In this paper, we establish the exact penalty property for a large class of inequality-constrained minimization problems.
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作者：Mikosch, Thomas; Samorodnitsky, Gennady
作者单位：University of Copenhagen; Cornell University
摘要：We study different scaling behavior of very general telecommunications cumulative input processes. The activities of a telecommunication system are described by a marked-point process ((T-n, Z(n)))(n is an element of z), where T-n is the arrival time of a packet brought to the system or the starting time of the activity of an individual source, and the mark Z(n) is the amount of work brought to the system at time T-n. This model includes the popular ON/OFF process and the infinite-source Poiss...
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作者：Gupta, Anupam; Ravi, R.; Sinha, Amitabh
作者单位：Carnegie Mellon University; Carnegie Mellon University; University of Michigan System; University of Michigan
摘要：We study the Steiner tree problem and the single-cable single-sink network design problem under a two-stage stochastic model with recourse and finitely many scenarios. In these models, some edges are purchased in a first stage when only probabilistic information about the second stage is available. In the second stage, one of a finite number of specified scenarios is realized, which results in the set of terminals becoming known and the opportunity to purchase additional edges (under an inflat...
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作者：Asmussen, Soren; Pihlsgard, Mats
作者单位：Aarhus University
摘要：We consider a Levy process that is reflected at 0 and at K > 0. The reflected process is obtained by adding the difference between the local time at 0 and the local time at K to the sum of the feeding Levy process and an initial condition. We define the loss rate to be the expectation of the local time at K at time I under stationary conditions. The main result of the paper is the identification of the loss rate in terms of the stationary measure of the reflected process and the characteristic...
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作者：Bouza, Gemayqzel; Still, Georg
作者单位：Universidad de la Habana
摘要：In this paper, optimization problems P with complementarity constraints are considered. Characterizations for local minimizers (x) over bar of P of Orders 1 and 2 are presented. We analyze a parametric smoothing approach for solving these programs in which P is replaced by a perturbed problem P-tau depending on a (small) parameter tau. We are interested in the convergence behavior of the feasible set F-tau and the convergence of the solutions (x) over bar (7) of P-tau for tau -> 0. In particul...
