We develop a duality theory for weakly minimal points of multiple objective linear programs which has several advantages in contrast to other theories. For instance, the dual variables are vectors rather than matrices and the dual feasible set is a polyhedron. We use a set-valued dual objective...

We consider a special case of the directed subgraph homeomorphism or topological minor problem, where the host graph has a specific regular structure. Given an acyclic directed pattern graph, we are looking for a host graph of minimal height which still allows for an embedding. This problem has...

This paper presents a general mixed-norm minisum problem for locating a single facility in continuous space. It is assumed that several transportation modes exist between the new facility and a given set of fixed points (the customers), each mode being represented by a different ℓ <Subscript> p </Subscript> norm. A...</subscript>

In this paper we consider the forward/futures contracts and Asian-type call options for power delivery as important components of the bidding strategies of the players’ profits on the electricity market. We show how these derivatives can affect their profit. We use linear asymmetric supply...

Much of the recent literature on risk measures is concerned with essentially bounded risks in L <Superscript>∞</Superscript>. In this paper we investigate in detail continuity and representation properties of convex risk measures on L <Superscript> p </Superscript> spaces. This frame for risks is natural from the point of view of applications...</superscript></superscript>

Let G = (V, E) be a connected graph. For a vertex subset <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${S\subseteq V}$$</EquationSource> </InlineEquation>, G[S] is the subgraph of G induced by S. A cycle C (a path, respectively) is said to be an induced cycle (path, respectively) if G[V(C)] = C (G[V(P)] = P, respectively). The distance between a vertex x and a...</equationsource></inlineequation>

In this article, a single-valued solution for permutation games is proposed. If we consider that each agent on the permutation game acts both as a buyer and as a seller, a related assignment game with the same reward matrix is defined. In this two-sided related market, the midpoint between the...

Value-at-Risk, despite being adopted as the standard risk measure in finance, suffers severe objections from a practical point of view, due to a lack of convexity, and since it does not reward diversification (which is an essential feature in portfolio optimization). Furthermore, it is also...

In the article the queueing system of GI/G/1 type with batch arrival of customers and a single exponentially distributed vacation period at the end of every busy period is considered. Basic characteristics of transient state of the system are investigated: the first busy period, the first...

This paper deals with denumerable-state continuous-time controlled Markov chains with possibly unbounded transition and reward rates. It concerns optimality criteria that improve the usual expected average reward criterion. First, we show the existence of average reward optimal policies with...