In this note we investigate the computational complexity of the transportation problem with a permutable demand vector, TP-PD for short. In the TP-PD, the goal is to permute the elements of the given integer demand vector b=(b <Subscript>1</Subscript>,…,b <Subscript>n</Subscript>) in order to minimize the overall transportation costs....</subscript></subscript>

We consider an optimal stopping problem for a Hilbert-space valued diffusion. We prove that the value function of the problem is the unique viscosity solution of an obstacle problem for the associated parabolic partial differential equation in the Hilbert space. The results are applied to...

Two-person zero-sum stochastic games are considered under the long-run average expected payoff criterion. State and action spaces are assumed finite. By making use of the concept of maximal communicating classes, the following decomposition algorithm is introduced for solving two-person zero-sum...

The cost minimization problem in an agency model with imperfect monitoring is considered. Under the first order approach, this can be stated as a convex minimization problem with linear inequality and equality constraints in a generally infinite dimensional function space. We apply the Fenchel...

In this paper we model the instantaneous spot interest rate in a financial market by means of a marked point process with bounded, predictable intensity. The transformed intensity of the point process vanishes when the interest rate leaves a prescribed bounded interval. We show that the pure...

We consider two person zero-sum repeated games with lack of information on one side and with payoffs of special “separable” form. The solutions for these games are reduced to the solutions for families of special transportation type problems with recursive structure. We illustrate our...

In this paper we derive a lower bound on the average complexity of the Simplex-Method as a solution-process for linear programs (LP) of the type:<Equation ID="Equ1"> <EquationSource Format="TEX"/> </Equation> We assume these problems to be randomly generated according to the Rotation-Symmetry-Model: *Let a <Subscript>1</Subscript>,…,a <Subscript>m</Subscript>, v be distributed independently,...</subscript></subscript></equation>

In this paper we deal with the time complexity of single- and identical parallel-machine scheduling problems in which the durations and precedence constraints of the activities are stochastic. The stochastic precedence constraints are given by GERT networks. First, we sketch the basic concepts...

 We present a new algorithm for solving the optimal stopping problem. The algorithm is based on the idea of elimination of states where stopping is nonoptimal and the corresponding correction of transition probabilities. The formal justification of this method is given by one of two presented...

In this note, we prove ??-completeness of the following problem: Given a set of trams of different types, which are stacked on sidings in their depot and an order in which trams of specified types are supposed to leave. Is there an assignment of trams to departure times without any shunting...