We consider a generalization of the model of stochastic search in an out-forest, introduced and studied by Denardo, Rothblum, and Van der Heyden [1]. We provide a simple proof of ...
We characterize the maximum payoff that a team can guarantee against another in a class of repeated games with imperfect monitoring. Our result relies on the optimal trade-off fo...
A deterministic server is shared by users with identical linear waiting costs, requesting jobs of arbitrary lengths. Shortest jobs are served first for efficiency. The server can...
We consider the problem of solving a nonhomogeneous infinite horizon Markov Decision Process (MDP) problem in the general case of potentially multiple optimal first period polic...
Torpong Cheevaprawatdomrong, Irwin E. Schochetman,...
This paper studies the possibilities of the Linear Matrix Inequality (LMI) characterization of the matrix cones formed by nonnegative complex Hermitian quadratic functions over sp...
Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field ...