An approximation method in stochastic optimization and control
An asset – liability management stochastic program of a leasing company
We build a multi-stage stochastic program of an asset-liability management problem of a leasing company, analyse model results and present a stress-testing methodology suited for financial applications. At the beginning, the business model of such a company is formulated. We introduce three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint, which are applied...
An asymptotical variational principle associated with the steepest descent method for a convex function.
An autonomous vehicle sequencing problem at intersections: A genetic algorithm approach
This paper addresses a vehicle sequencing problem for adjacent intersections under the framework of Autonomous Intersection Management (AIM). In the context of AIM, autonomous vehicles are considered to be independent individuals and the traffic control aims at deciding on an efficient vehicle passing sequence. Since there are considerable vehicle passing combinations, how to find an efficient vehicle passing sequence in a short time becomes a big challenge, especially for more than one intersection....
An axiomatoc approach to pseudo-boolean programming. I
An easy proof of the limit in the random assignment problem.
An efficiency analysis of the parallel multitransputer implementation of two-level optimization algorithms
The paper presents an approach to improve the efficiency of some two-level optimization algorithms by their implementation in parallel MIMD multiprocessor systems. Diagonal decomposition dynamic programming and parametric optimization methods are considered, and some concepts of their parallelization are discussed. Results regarding the implementation of computations in a parallel multitransputer system are presented. For the analysed problems, the obtained values of speedup are close to the theoretical...
An efficient genetic algorithm for the uncapacitated multiple allocation p-hub median problem
An efficient method for minimizing a convex separable logarithmic function subject to a convex inequality constraint or linear equality constraint.
An efficient method for obtaining sharp bounds for nonlinear boolean programming problems
An elementary proof of the Hilbert-Mumford criterion.
An entropic regularization method for solving systems of fuzzy linear inequalities.
An Enumerative Algorithm for Non-Linear Multi-Level Integer Programming Problem
An equivalency problem in discrete programming over ordered semigroups.
An evolutionary approach to geometrical place problems.
An exact method for a discrete multiobjective linear fractional optimization.
An exact method for the 2D guillotine strip packing problem.
An Example Concerning the Translative Kissing Number of a Convex Body.
An existence result on partitioning of a measurable space: Pareto optimality and core
This paper investigates the problem of optimal partitioning of a measurable space among a finite number of individuals. We demonstrate the sufficient conditions for the existence of weakly Pareto optimal partitions and for the equivalence between weak Pareto optimality and Pareto optimality. We demonstrate that every weakly Pareto optimal partition is a solution to the problem of maximizing a weighted sum of individual utilities. We also provide sufficient conditions for the existence of core partitions...
An existence theorem for extended mildly nonlinear complementarity problem in semi-inner product spaces
We prove a result for the existence and uniqueness of the solution for a class of mildly nonlinear complementarity problem in a uniformly convex and strongly smooth Banach space equipped with a semi-inner product. We also get an extension of a nonlinear complementarity problem over an infinite dimensional space. Our last results deal with the existence of a solution of mildly nonlinear complementarity problem in a reflexive Banach space.