In this paper, for solving variational inequality problems (VIPs) we propose a feasible descent algorithm via minimizing the regularized gap function of Fukushima. Under the condition that the underlying mapping of VIP is strongly monotone, the algorithm is globally convergent for any...

We propose a path following method to find the Pareto optimal solutions of a box-constrained multiobjective optimization problem. Under the assumption that the objective functions are Lipschitz continuously differentiable we prove some necessary conditions for Pareto optimal points and we give a...

This paper studies a single removable server in a finite capacity G/M/1/K queueing system with combined N policy and a exponential startup before each service period. We provide a recursive method, using the supplementary variable technique and treating the supplementary variable as the...

We consider a two-stage service policy for a Poisson arrival queueing system. The idle server starts to work with ordinary service rate when a customer arrives. If the number of customers in the system reaches N, the service rate gets faster and continues until the system becomes empty....

In this paper we look at semi-infinite assignment problems. These are situations where a finite set of agents of one type has to be assigned to an infinite set of agents of another type. This has to be done in such a way that the total profit arising from these assignments is as large as...

In this paper, an optimal portfolio selection problem is formulated as a minimax problem in which tax and dividend are associated with transactions. The corresponding optimal portfolio is derived respectively in the market with and without riskless asset. Furthermore, the relation and main...

Dynamic principal agent models are formulated based on constrained Markov decision process (CMDP), in which conditions are given that the state space of the system is countable and the agent chooses his actions from a countable action set. If the principal has finite alternative contracts to...

In this paper we consider an n-person cost-goal-game in which the connection between costs and goals is given by a system of linear inequalities. This game is transformed into a cooperative n-person game and necessary and sufficient conditions for the grand coalition to be stable are derived....

In this paper we investigate the existence of Pareto equilibria in vector-valued extensive form games. In particular we show that every vector-valued extensive form game with perfect information has at least one subgame perfect Pareto equilibrium in pure strategies. If one tries to prove this...

In a recent paper [Int J Game Theory (2001) 30:99–106], Chu and Halpern investigated the problem of finding optimal strategies in certain games with common payoffs. This short technical note answers a computational complexity question that was left open in their paper. Copyright...