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作者：Kern, W; Paulusma, D
作者单位：University of Twente
摘要：A matching game is a cooperative game defined by a graph G = (N, E). The player set is N and the value of a coalition S subset of or equal to N is defined as the size of a maximum matching in the subgraph induced by S. We show that the nucleolus of such games can be computed efficiently. The result is based on an alternative characterization of the least core, which may be of independent interest. The general case of weighted matching games remains unsolved.
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作者：Makis, V; Jiang, X
作者单位：University of Toronto; Louisiana State University System; Louisiana State University
摘要：In this paper, we present a framework for the condition-based maintenance optimization. A technical system which can be in one of N operational states or in a failure state is considered. The system state is not observable, except the failure state. The information that is stochastically related to the system state is obtained through condition monitoring at equidistant inspection times. The system can be replaced at any time; a preventive replacement is less costly than failure replacement. T...
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作者：Pang, JS; Sun, DF; Sun, J
作者单位：Johns Hopkins University; National University of Singapore; National University of Singapore
摘要：Based on an inverse function theorem for a system of semismooth equations, this paper establishes several necessary and sufficient conditions for an isolated solution of a complementarity problem defined on the cone of symmetric positive semidefinite matrices to be strongly regular/stable. We show further that for a parametric complementarity problem of this kind, if a solution corresponding to a base parameter is strongly stable, then a semismooth implicit solution function exists whose direc...
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作者：Mannor, S; Shimkin, N
作者单位：Massachusetts Institute of Technology (MIT); Technion Israel Institute of Technology
摘要：This paper proposes an extension of the regret minimizing framework from repeated matrix games to stochastic game models, under appropriate recurrence conditions. A decision maker, PI, who wishes to maximize his long-term average reward is facing a Markovian environment, which may also be affected by arbitrary actions of other agents. The latter are collectively modeled as a second player, P2, whose strategy is arbitrary. Both states and actions are fully observed by both players. While PI may...
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作者：Atar, R; Dupuis, P; Shwartz, A
作者单位：Technion Israel Institute of Technology; Brown University
摘要：We consider the problem of risk-sensitive control of a stochastic network. In controlling such a network, an escape-time criterion can be useful if one wishes to regulate the occurrence of large buffers and buffer overflow. In this paper a risk-sensitive escape time criterion is formulated, which in comparison to the ordinary escape-time criteria penalizes exits that occur on short time intervals more heavily. The properties of the risk-sensitive problem are studied in the large buffer limit a...
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作者：Fujishige, S; Yang, ZF
作者单位：Kyoto University; Yale University
摘要：In their 1982 article, Kelso and Crawford proposed a gross substitutes condition for the existence of core (and equilibrium) in a two-sided matching model. Since then, this condition has often been used in the literature on matching models and equilibrium models in the presence of indivisibilities. In this paper we prove that a reservation value (or utility) function satisfies the gross substitutes condition if and only if it is an M-#-concave function defined on the unit-hypercube, which is a...
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作者：Shapiro, A
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We discuss in this paper a class of nonsmooth functions which can be represented, in a neighborhood of a considered point, as a composition of a positively homogeneous convex function and a smooth mapping which maps the considered point into the null vector. We argue that this is a sufficiently rich class of functions and that such functions have various properties useful for purposes of optimization.
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作者：Datta, RS
作者单位：University of California System; University of California Berkeley
摘要：Every real algebraic variety is isomorphic to the set. of totally mixed Nash equilibria of some three-person game, and also to the set of totally mixed Nash equilibria of an N-person game in which each player has two pure strategies. From the Nash-Tognoli Theorem it follows that every compact differentiable manifold can be encoded as the set of totally mixed Nash equilibria of some game. Moreover, there exist isolated Nash equilibria of arbitrary topological degree.
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作者：Clark, SA
作者单位：University of Kentucky
摘要：This paper constructs an infinite-dimensional version of the Duality Theorem for a Linear Program (LP). The algebraic dual LP is replaced with a new program called the topological dual LP that closes the range of the adjoint operator. Under some mild nondegeneracy conditions involving strict positivity, the new Duality Theorem asserts that the optimal value of the primal LP equals the optimal value of the topological dual LP. Some applications to mathematical finance are also included.
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作者：Yildirim, EA
作者单位：State University of New York (SUNY) System; Stony Brook University
摘要：We study the asymptotic behavior of the interior-point bounds arising from the work of Yildirim and Todd on sensitivity analysis in semidefinite programming in comparison with the optimal partition bounds. We introduce a weaker notion of nondegeneracy and discuss its implications. For perturbations of the right-hand-side vector or the cost matrix, we show that the interior-point bounds evaluated on the central path using the Monteiro-Zhang family of search directions converge (as the duality g...
