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About stability of risk-seeking optimal stopping

Raúl Montes-de-Oca, Elena Zaitseva (2014)

Kybernetika

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 X . It is supposed that the transition probability p ( · | x ) , x X is approximated by the transition probability p ˜ ( · | x ) , x X , and that the stopping rule f ˜ * , which is optimal for the process with the transition probability p ˜ is applied to the process with the transition probability p . We give an upper bound (expressed in term of the total variation distance: sup x X p ( · | x ) - p ˜ ( · | x ) ) for...

About the choice of the variable to unassign in a decision repair algorithm

Cédric Pralet, Gérard Verfaillie (2005)

RAIRO - Operations Research - Recherche Opérationnelle

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

Cédric Pralet, Gérard Verfaillie (2010)

RAIRO - Operations Research

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

Saulius Minkevičius, Stasys Steišūnas (2005)

RAIRO - Operations Research - Recherche Opérationnelle

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...

About the cumulative idle time in multiphase queues

Saulius Minkevičius, Stasys Steišūnas (2010)

RAIRO - Operations Research

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....

About the relation between some optimality conditions

Jan Palata (1984)

Aplikace matematiky

The relation between the general optimality conditions in terms of contact cones and the Kuhn-Tucker conditions in the special case of pseudo-convex and quasi-convex functions and their consequence to Lagrangian multipliers are given.

ABR traffic control over multisource single-bottleneck ATM networks

Andrzej Bartoszewicz, Tomasz Molik (2004)

International Journal of Applied Mathematics and Computer Science

The problem of flow control in fast, connection-oriented communication networks supporting the traffic generated by multiple sources is considered. A novel sampled time strategy governing the behaviour of the sources is proposed. The strategy combines the Smith principle with the conventional sampled time proportional controller. It guarantees an equal resource allocation between various users, full bottleneck link utilisation and no cell loss in the controlled network. Consequently, the need for...

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