A traffic matrix D1 dominates a traffic matrix D2 if D2 can be routed on every (capacitated) network where D1 can be routed. We prove that D1 dominates D2 if and only if D1 , cons...
We consider a queue with renewal arrivals and n exponential servers in the Halfin-Whitt heavy traffic regime, where n and the arrival rate increase without bound, so that a critic...
Abstract: This paper defines the extensive form correlated equilibrium (EFCE) for extensive games with perfect recall. The EFCE concept extends Aumann's strategic-form correla...
Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...