A unified characterization of -optimal and minimal entropy martingale measures by semimartingale backward equations.
A unified cost function for M/G/1 queueing systems with removable server.
This article deals with the three classic policies for an M/G/1 queueing system (N, T, and D-policy). The optimum policies were compared in several precedent studies, but the comparison was performed employing different cost functions, so that the D-policy is superior to the N-policy when the cost function is based on the mean work-load, whilst the average queue length is used to show the superiority of the N-policy over the T-policy. In order to achieve a comparison of the three policies under...
A vanishing discount limit theorem for controlled Markov chains
A Variable Metric Algorithm for Unconstrained Minimization Without Evaluation of Derivatives.
A variational model for equilibrium problems in a traffic network
We propose a variational model for one of the most important problems in traffic networks, namely, the network equilibrium flow that is, traditionally in the context of operations research, characterized by minimum cost flow. This model has the peculiarity of being formulated by means of a suitable variational inequality (VI) and its solution is called “equilibrium”. This model becomes a minimum cost model when the cost function is separable or, more general, when the jacobian of the cost operator...
A variational model for equilibrium problems in a traffic network
We propose a variational model for one of the most important problems in traffic networks, namely, the network equilibrium flow that is, traditionally in the context of operations research, characterized by minimum cost flow. This model has the peculiarity of being formulated by means of a suitable variational inequality (VI) and its solution is called “equilibrium”. This model becomes a minimum cost model when the cost function is separable or, more general, when the Jacobian of the cost operator...
A variational model for urban planning with traffic congestion
We propose a variational model to describe the optimal distributions of residents and services in an urban area. The functional to be minimized involves an overall transportation cost taking into account congestion effects and two aditional terms which penalize concentration of residents and dispersion of services. We study regularity properties of the minimizers and treat in details some examples.
A variational model for urban planning with traffic congestion
We propose a variational model to describe the optimal distributions of residents and services in an urban area. The functional to be minimized involves an overall transportation cost taking into account congestion effects and two aditional terms which penalize concentration of residents and dispersion of services. We study regularity properties of the minimizers and treat in details some examples.
A View of Interior Point Methods for Linear Programming
A viewpoint to the minimum coloring problem of hypergraphs
A weighted analytic center for linear matrix inequalities.
A Windows interface for maritime navigator training.
About a special class of nonconvex optimization problems
The article deals with certain nonconvex optimization problem which have features analogous to those of the linear optimization problems. We can find their absolute extrema and the set all optimal points of such nonconvex optimization problem represents the closure of a face of a spherical polyhedron which is its feasible set.
About an inequality of Kubota for plane convex figures.
About integrity in security models.
About Some Problems of Disjunctive Programming
About stability of risk-seeking optimal stopping
We offer the quantitative estimation of stability of risk-sensitive cost optimization in the problem of optimal stopping of Markov chain on a Borel space . It is supposed that the transition probability , is approximated by the transition probability , , and that the stopping rule , which is optimal for the process with the transition probability is applied to the process with the transition probability . We give an upper bound (expressed in term of the total variation distance: for...
About the choice of the variable to unassign in a decision repair algorithm
The decision repair algorithm (Jussien and Lhomme, Artificial Intelligence 139 (2002) 21–45), which has been designed to solve constraint satisfaction problems (CSP), can be seen, either (i) as an extension of the classical depth first tree search algorithm with the introduction of a free choice of the variable to which to backtrack in case of inconsistency, or (ii) as a local search algorithm in the space of the partial consistent variable assignments. or (iii) as a hybridisation between local...
About the choice of the variable to unassign in a decision repair algorithm
The decision repair algorithm (Jussien and Lhomme, Artificial Intelligence139 (2002) 21–45), which has been designed to solve constraint satisfaction problems (CSP), can be seen, either (i) as an extension of the classical depth first tree search algorithm with the introduction of a free choice of the variable to which to backtrack in case of inconsistency, or (ii) as a local search algorithm in the space of the partial consistent variable assignments. or (iii) as a hybridisation between local...
About the cumulative idle time in multiphase queues
The paper is designated to the analysis of queueing systems, arising in the network theory and communications theory (called multiphase queueing systems, tandem queues or series of queueing systems). Also we note that multiphase queueing systems can be useful for modelling practical multi-stage service systems in a variety of disciplines, especially on manufacturing (assembly lines), computer networking (packet switch structures), and in telecommunications (e.g. cellular mobile networks), etc. This...