In this paper we introduce a generalization of stable sets: stable multi-sets. A stable multi-set is an assignment of integers to the vertices of a graph, such that specified bounds on vertices and edges are not exceeded. In case all vertex and edge bounds equal one, stable multi-sets are...

In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...

We extend results on average per unit time optimality criterion in a switching model from a countable state space to a Borel state space. In the model we consider, a controller selects an increasing sequence of stopping times with respect to a Markov chain, and gets rewards and pays costs at...

Local optimality conditions are given for a quadratic programming formulation of the multiset graph partitioning problem. These conditions are related to the structure of the graph and properties of the weights. Copyright Springer-Verlag Berlin Heidelberg 2002

A problem of combined stopping and deciding under constraints for continuous-time processes on a Brownian filtration is considered. Under certain regularity conditions on the admissible class of stopping times and decision processes it is possible to show that there is no duality gap between the...

We study the problem of optimally controlling a multiserver queueing system. Customers arrive in a Poisson fashion and join a single queue, served by N servers, S <Subscript>1</Subscript>,S <Subscript>2</Subscript>,… , S <Subscript>N</Subscript>. The servers have different rates. The service times at each server are independent and exponentially distributed....</subscript></subscript></subscript>

This paper analyzes the asset allocation problem of an investor who can invest in equity and cash when there is time variation in expected returns on the equity. The solution methodology is multistage stochastic asset allocation problem with decision rules. The uncertainty is modeled using...

Vector general quasi-optimization problems are formulated and some sufficient conditions on the existence of solutions for these problems are shown. These concern the existence of solutions, the stability and the structure of solution set of general vector problems. As special case, we obtain...

We introduce a compromise value for non-transferable utility games: the Chi-compromise value. It is closely related to the Compromise value introduced by Borm, Keiding, McLean, Oortwijn, and Tijs (1992), to the MC-value introduced by Otten, Borm, Peleg, and Tijs (1998), and to the Ω-value...

In this paper we address the question of how many objective functions are needed to decide whether a given point is a Pareto optimal solution for a multicriteria optimization problem. We extend earlier results showing that the set of weakly Pareto optimal points is the union of Pareto optimal...