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MOR
2008
65views more  MOR 2008»
13 years 11 months ago
A 2-Approximation Algorithm for Stochastic Inventory Control Models with Lost Sales
Retsef Levi, Ganesh Janakiraman, Mahesh Nagarajan
MOR
2008
98views more  MOR 2008»
13 years 11 months ago
An Analysis of Monotone Follower Problems for Diffusion Processes
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
Erhan Bayraktar, Masahiko Egami
MOR
2008
54views more  MOR 2008»
13 years 11 months ago
Stochastic Games on a Product State Space
János Flesch, Gijs Schoenmakers, Koos Vriez...
MOR
2008
83views more  MOR 2008»
13 years 11 months ago
Extensive-Form Correlated Equilibrium: Definition and Computational Complexity
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...
Bernhard von Stengel, Françoise Forges
MOR
2008
59views more  MOR 2008»
13 years 11 months ago
Local Indices for Degenerate Variational Inequalities
Alp Simsek, Asuman E. Ozdaglar, Daron Acemoglu
MOR
2008
110views more  MOR 2008»
13 years 11 months ago
On the Low Rank Solutions for Linear Matrix Inequalities
In this paper we present a polynomial-time procedure to find a low rank solution for a system of Linear Matrix Inequalities (LMI). The existence of such a low rank solution was sh...
Wenbao Ai, Yongwei Huang, Shuzhong Zhang
MOR
2008
94views more  MOR 2008»
13 years 11 months ago
Parametric Integer Programming in Fixed Dimension
We consider the following problem: Given a rational matrix A Qm
Friedrich Eisenbrand, Gennady Shmonin
MOR
2008
61views more  MOR 2008»
13 years 11 months ago
A Characterization of Box-Mengerian Matroid Ports
Xujin Chen, Guoli Ding, Wenan Zang
MOR
2008
67views more  MOR 2008»
13 years 11 months ago
An Analytic Center Cutting Plane Approach for Conic Programming
Vasile L. Basescu, John E. Mitchell