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作者：Zheng, XY; Ng, KF
作者单位：Yunnan University; Chinese University of Hong Kong
摘要：We give two explicit formulas which express the error bound moduli for conic convex systems, one in terms of directional derivative, and the other in terms of the coderivative. As applications, we study error bounds for systems of infinitely many convex inequalities.
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作者：Correa, JR; Schulz, AS; Stier-Moses, NE
作者单位：Universidad de Chile; Massachusetts Institute of Technology (MIT); Columbia University
摘要：According to Wardrop's first principle, agents in a congested network choose their routes selfishly, a behavior that is captured by the Nash equilibrium of the underlying noncooperative game. A Nash equilibrium does not optimize any global criterion per se, and so there is no apparent reason why it should be close to a solution of minimal total travel time, i.e., the system optimum. In this paper, we offer positive results on the efficiency of Nash equilibria in traffic networks. In contrast t...
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作者：Mádi-Nagy, G; Prékopa, A
作者单位：Budapest University of Technology & Economics; Rutgers University System; Rutgers University New Brunswick
摘要：The discrete moment problem (DMP) has been formulated as a methodology to find the minimum and/or maximum of a linear functional acting on an unknown probability distribution, the support of which is a known discrete (usually finite) set, where some of the moments are known. The moments may be binomial, power, or of more general type. The multivariate discrete moment problem (MDMP) has been initiated by the second-named author, who developed a linear programming theory and methodology for the ...
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作者：Auslender, A; Teboulle, M
作者单位：Universite Claude Bernard Lyon 1; Tel Aviv University
摘要：We extend epsilon-subgradient descent methods for unconstrained nonsmooth convex minimization to constrained problems over polyhedral sets, in particular over R-+(p). This is done by replacing the usual squared quadratic regularization term used in subgradient schemes by the logarithmic-quadratic distancelike function recently introduced by the authors. We then obtain interior epsilon-subgradient descent methods, which allow us to provide a natural extension of bundle methods and Polyak's subg...
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作者：Dai, JG; Jennings, OB
作者单位：University System of Georgia; Georgia Institute of Technology; Duke University
摘要：For multiclass queueing networks, dispatch policies govern the assignment of servers to the jobs they process. Production policies perform the analogous task for queueing networks whose servers are subject to switch-over delays or setups, a model we refer to as setup networks. It is well known that a poorly chosen dispatch policy may lead to instability of a multiclass queueing network, even when the traffic intensity at each station is less than one and the policy is nonidling. Not surprising...
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作者：Chen, X; Simchi-Levi, D
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We analyze an infinite horizon, single-product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed random variables that are independent of each other, and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period, and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the ...
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作者：Ng, KF; Zheng, XY
作者单位：Chinese University of Hong Kong; Yunnan University
摘要：In terms of various derivatives such as contingent derivative and Dini-derivative, we give a series of characterizations of error bounds for convex multifunctions defined on Banach spaces, extending Lewis and Pang's result on a characterization of the existence of global error bounds for approximate solutions of convex inequalities in Euclidean spaces. Applications are given not only to improve some known results but also to provide new results on the existence of error bounds for not necessar...
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作者：Johari, R; Tsitsiklis, JN
作者单位：Stanford University; Massachusetts Institute of Technology (MIT)
摘要：We explore the properties of a congestion game in which users of a congested resource anticipate the effect of their actions on the price of the resource. When users are sharing a single resource, we establish that the aggregate utility received by the users is at least 3/4 of the maximum possible aggregate utility. We also consider extensions to a network context, where users submit individual payments for each link in the network they may wish to use. In this network model, we again show tha...
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作者：Takine, T
作者单位：University of Osaka
摘要：This paper considers the steady-state solution of Markov chains of M/G/1 type. We first derive the matrix product form solution of the steady-state probability. This formula is considered as a natural generalization of the matrix-geometric solution of quasi birth-and-death processes to Markov chains of M/G/1 type. Based on this formula, we study the asymptotics of the tail distribution. For the light-tailed case, we show a sufficient condition for the geometric asymptotics of the tail distribu...
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作者：Maglaras, C; Zeevi, A
作者单位：Columbia University
摘要：This paper considers a Markovian model of a service system motivated by communication and information services. The system has finite processing capacity and offers multiple grades of service. The highest priority users receive a guaranteed processing rate, while lower priority users share residual capacity according to their priority level and therefore may experience service degradation (hence the term best effort). This paper focuses on performance analysis for this class of systems. We con...
