Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
In this paper, we investigate the bimatrix game using the robust optimization approach, in which each player may neither exactly estimate his opponent’s strategies nor evaluate his own cost matrix accurately while he may estimate a bounded uncertain set. We obtain computationally tractable robust formulations which turn to be linear programming problems and then solving a robust optimization equilibrium can be converted to solving a mixed complementarity problem under the -norm. Some numerical...
Consider an M/M/1 retrial queue with collisions and working vacation interruption under N-policy. We use a quasi birth and death process to describe the considered system and derive a condition for the stability of the model. Using the matrix-analytic method, we obtain the stationary probability distribution and some performance measures. Furthermore, we prove the conditional stochastic decomposition for the queue length in the orbit. Finally, some numerical examples are presented.
We focus on performance study of routers in high-speed network through a queuing network analytical model. Such a model gives accurate results about classical performance criteria. For example, analytical study of packet loss probabilities in a router uses a product-form queuing network. The analytical results are compared to simulation results, and they provide routers managers with invaluable information for internal memories tuning.
The paper introduces a method of mathematical modeling of high scale road traffic networks, where a new special hypermatrix structure is intended to be used. The structure describes the inner-inner, inner-outer and outer-outer relations, and laws of a network area. The research examines the nonlinear equation system. The analysed model can be applied to the testing and planning of large-scale road traffic networks and the regulation of traffic systems. The elaborated model is in state space form,...