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ORL
2006
87views more  ORL 2006»
13 years 11 months ago
SPAR: stochastic programming with adversarial recourse
We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We int...
Matthew D. Bailey, Steven M. Shechter, Andrew J. S...
ORL
2006
72views more  ORL 2006»
13 years 11 months ago
A note on two-person zero-sum communicating stochastic games
For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property,...
Zeynep Müge Avsar, Melike Baykal-Gursoy
ORL
2006
116views more  ORL 2006»
13 years 11 months ago
Greedy multiprocessor server scheduling
We show that the greedy Highest Density First (HDF) algorithm is (1+ )-speed O(1)-competitive for the problem of minimizing the p norms of weighted flow time on m identical machin...
Carl Bussema, Eric Torng
ORL
2006
65views more  ORL 2006»
13 years 11 months ago
Solving asymmetric variational inequalities via convex optimization
Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of...
Michele Aghassi, Dimitris Bertsimas, Georgia Perak...
ORL
2006
55views more  ORL 2006»
13 years 11 months ago
MIPLIB 2003
Tobias Achterberg, Thorsten Koch, Alexander Martin