Résolution paramétrée de familles de systèmes linéaires
To cope with its development, a French operator of mobile telephone network must periodically plan the purchase and the installation of new hardware, in such a way that a hierarchy of constraints (required and preferred) is satisfied. This paper presents the “constructive repair” method we used to solve this problem within the allowed computing time (1 min). This method repairs the planning during its construction. A sequence of repair procedures is defined: if a given repair cannot be achieved...
To cope with its development, a French operator of mobile telephone network must periodically plan the purchase and the installation of new hardware, in such a way that a hierarchy of constraints (required and preferred) is satisfied. This paper presents the “constructive repair” method we used to solve this problem within the allowed computing time (1 min). This method repairs the planning during its construction. A sequence of repair procedures is defined: if a given repair cannot be achieved...
We investigate the steady state behavior of an //1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states of...
We investigate the steady state behavior of an M/G/1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states...
Agile development is a crucial issue within software engineering because one of the goals of any project leader is to increase the speed and flexibility in the development of new commercial products. In this sense, project managers must find the best resource configuration for each of the work packages necessary for the management of software development processes in order to keep the team motivated and committed to the project and to improve productivity and quality. This paper presents ReSySTER,...
Based on conjugate duality we construct several gap functions for general variational inequalities and equilibrium problems, in the formulation of which a so-called perturbation function is used. These functions are written with the help of the Fenchel-Moreau conjugate of the functions involved. In case we are working in the convex setting and a regularity condition is fulfilled, these functions become gap functions. The techniques used are the ones considered in [Altangerel L., Boţ R.I., Wanka...
The problem of hedging a contingent claim with minimization of quadratic risk is studied. Existence of an optimal strategy for the model with proportional transaction cost and nondelayed observation is shown.
In applications of stochastic programming, optimization of the expected outcome need not be an acceptable goal. This has been the reason for recent proposals aiming at construction and optimization of more complicated nonlinear risk objectives. We will survey various approaches to risk quantification and optimization mainly in the framework of static and two-stage stochastic programs and comment on their properties. It turns out that polyhedral risk functionals introduced in Eichorn and Römisch...
This paper presents a study the risk probability optimality for finite horizon continuous-time Markov decision process with loss rate and unbounded transition rates. Under drift condition, which is slightly weaker than the regular condition, as detailed in existing literature on the risk probability optimality Semi-Markov decision processes, we prove that the value function is the unique solution of the corresponding optimality equation, and demonstrate the existence of a risk probability optimization...