Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision
Stability of Nash equilibria in locational games
Stability of queueing network system with two stations and classes.
Stability of queueing networks.
Stability of retrial queues with versatile retrial policy.
Stability of scheduling with random processing times on one machine
We consider a strong NP-hard single-machine scheduling problem with deadlines and minimizing the total weight of late jobs on a single machine (). Processing times are deterministic values or random variables having Erlang distributions. For this problem we study the tolerance to random parameter changes for solutions constructed according to tabu search metaheuristics. We also present a measure (called stability) that allows an evaluation of the algorithm based on its resistance to random parameter...
Stability of stochastic optimization problems - nonmeasurable case
This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observations. We try to derive stability results without precise knowledge of problem structure and without measurability assumption. Moreover, -optimal solutions are considered. The setup is illustrated on consistency of a --estimator in linear regression model.
Stability of Supporting and Exposing Elements of Convex Sets in Banach Spaces
* This work was supported by the CNR while the author was visiting the University of Milan.To a convex set in a Banach space we associate a convex function (the separating function), whose subdifferential provides useful information on the nature of the supporting and exposed points of the convex set. These points are shown to be also connected to the solutions of a minimization problem involving the separating function. We investigate some relevant properties of this function and of its conjugate...
Staging in Balas' algorithm
State space approach to discrete linear control
Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion
This work concerns Markov decision processes with finite state space and compact action sets. The decision maker is supposed to have a constant-risk sensitivity coefficient, and a control policy is graded via the risk-sensitive expected total-reward criterion associated with nonnegative one-step rewards. Assuming that the optimal value function is finite, under mild continuity and compactness restrictions the following result is established: If the number of ergodic classes when a stationary policy...
Stationary optimal process in discounted dynamic programming
Statistical analysis of weighted networks.
Statistical-learning control of multiple-delay systems with application to ATM networks
Congestion control in the ABR class of ATM network presents interesting challenges due to the presence of multiple uncertain delays. Recently, probabilistic methods and statistical learning theory have been shown to provide approximate solutions to challenging control problems. In this paper, using some recent results by the authors, an efficient statistical algorithm is used to design a robust, fixed-structure, controller for a high-speed communication network with multiple uncertain propagation...
Statistique et théorie de la décision
Steady state and scaling limit for a traffic congestion model
In a general model (AIMD) of transmission control protocol (TCP) used in internet traffic congestion management, the time dependent data flow vector x(t) > 0 undergoes a biased random walk on two distinct scales. The amount of data of each component xi(t) goes up to xi(t)+a with probability 1-ζi(x) on a unit scale or down to γxi(t), 0 < γ < 1 with probability ζi(x) on a logarithmic scale, where ζi depends on the joint state of the system x. We investigate the long time behavior, mean field...
Stick-slip transition capturing by using an adaptive finite element method
The numerical modeling of the fully developed Poiseuille flow of a newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the...
Stick-slip transition capturing by using an adaptive finite element method
The numerical modeling of the fully developed Poiseuille flow of a Newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the...
Stochastic algorithms for buffer allocation in reliable production lines.
Stochastic analysis of a three unit standby system.