The Continuous Linearization Method of the Fourth Order
The Continuous Projection - Gradient Method of the Fourth Order
The Convergence of Matrices Generated by Rank-2 Methods from the Restricted ß-Class of Broyden.
The convex analysis of unitarily invariant matrix functions.
The corridor method: a dynamic programming inspired metaheuristic
The design and application of IPMLO. A FORTRAN library for linear optimization with interior point methods
The determination of direct control algorithms activation moments using a real-time scheduling algorithm
The determination of necessary and sufficient conditions for the existence of a solution to the multi-index problem
Modifications to a procedure for determining necessary and sufficient conditions for the existence of a solution to the multi-index problem are described. These modifications reduce the computation required to such an extent that necessary and sufficient conditions for the existence of a solution to the 3x3x3 multi-index problem can now be determined. These conditions are given in this paper.
The determination of surgical suite capacity and an evaluation of patient scheduling policies
The disjoint cliques problem
The Distribution of Time for Clark’S Flow and Risk Assessment for the Activities of Pert Network Structure
The duality theory for general convex quadratic programs
The Duoplex-Algorithm.
The effect of spatial scale on predicting time series: a study on epidemiological system identification.
The Effects of Majority in Fermat-Weber Problems With Attraction and Repulsion in a Pseudometric Space
The empirical TES methodology: Modeling empirical time series.
The equivalence of three social decision functions
The expected discounted reward from a Markov replacement process
The expected-projection method: Its behavior and applications to linear operator equations and convex optimization.
The exponential cost optimality for finite horizon semi-Markov decision processes
This paper considers an exponential cost optimality problem for finite horizon semi-Markov decision processes (SMDPs). The objective is to calculate an optimal policy with minimal exponential costs over the full set of policies in a finite horizon. First, under the standard regular and compact-continuity conditions, we establish the optimality equation, prove that the value function is the unique solution of the optimality equation and the existence of an optimal policy by using the minimum nonnegative...