We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...
Abstract. We solve the Poisson disorder problem when the delay is penalized exponentially. Our objective is to detect as quickly as possible the unobservable time of the change (or...
We study the multidimensional generalization of the classical Bin Packing problem: Given a collection of d-dimensional rectangles of specified sizes, the goal is to pack them into ...
It has been shown (Hart [2002]) that the backward induction (or subgame-perfect) equilibrium of a perfect information game is the unique stable outcome for dynamic models consisti...
The comb inequalities are a well-known class of facet-inducing inequalities for the Traveling Salesman Problem, defined in terms of certain vertex sets called the handle and the t...
This paper provides guidance for operating an assemble-to-order system to maximize expected discounted profit, assuming that a high volume of prospective customers arrive per unit...