MOR
2008
13 years 10 months ago
2008
MOR
2008
13 years 10 months ago
2008
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...
MOR
2008
13 years 10 months ago
2008
We consider the average cost problem for partially observable Markov decision processes (POMDP) with finite state, observation, and control spaces. We prove that there exists an -...
MOR
2008
13 years 10 months ago
2008
The flow set with partial order is a mixed-integer set described by a budget on total flow and a partial order on the arcs that may carry positive flow. This set is a common substr...
MOR
2008
13 years 10 months ago
2008
MOR
2008
13 years 10 months ago
2008
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
MOR
2008
13 years 10 months ago
2008
MOR
2008
13 years 10 months ago
2008
MOR
2008
13 years 10 months ago
2008
We define a refinement of Nash equilibria called metastability. This refinement supposes that the given game might be embedded within any global game that leaves its local best-rep...
MOR
2008
13 years 10 months ago
2008
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...