30 search results - page 4 / 6 » Bilevel Programming and Price Setting Problems |
IJCAI
2001
13 years 8 months ago
2001
We present a dynamic programming approach for the solution of first-order Markov decisions processes. This technique uses an MDP whose dynamics is represented in a variant of the ...
INFOCOM
2005
IEEE
14 years 15 days ago
2005
IEEE
— Multihoming is a popular method used by large enterprises and stub ISPs to connect to the Internet to reduce cost and improve performance. Recently researchers have studied the...
ANOR
2008
13 years 7 months ago
2008
Abstract Column generation techniques have become a widely used technique to successfully solve large (integer) linear programs. One of the keys to obtaining a practically efficien...
FOCS
2008
IEEE
13 years 7 months ago
2008
IEEE
We consider markets in the classical Arrow-Debreu model. There are n agents and m goods. Each buyer has a concave utility function (of the bundle of goods he/she buys) and an init...
EOR
2008
13 years 7 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...