We consider a point process i + ξ <Subscript> i </Subscript>, where <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${i\in \mathbb{Z}}$$</EquationSource> </InlineEquation> and the ξ <Subscript> i </Subscript>’s are i.i.d. random variables with compact support and variance σ <Superscript>2</Superscript>. This process, with a suitable rescaling of the distribution of ξ <Subscript> i </Subscript>’s, is well known to converge weakly, for large σ, to the Poisson...</subscript></superscript></subscript></equationsource></inlineequation></subscript>

In the generalized balanced optimization problem (GBaOP) the objective value <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\max_{e \in S}{|c(e)-k\max(S)|}}$$</EquationSource> </InlineEquation> is minimized over all feasible subsets S of E = {1, . . . , m}. We show that the algorithm proposed in Punnen and Aneja (Oper Res Lett 32:27–30, <CitationRef CitationID="CR14">2004</CitationRef>) can be modified to...</citationref></equationsource></inlineequation>

We consider a stochastic model of a financial market with long-lived dividend-paying assets and endogenous asset prices. The model was initially developed and analyzed in the context of evolutionary finance, with the main focus on questions of “survival and extinction” of investment...

We introduce a mixed integer linear modeling approach for the optimization of dynamic transport networks based on the piecewise linearization of nonlinear constraints and we show how to apply this method by two examples, transient gas and water supply network optimization. We state the mixed...

The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self-concordance to problems that...

We provide two new characterizations of exact games. First, a game is exact if and only if it is exactly balanced; and second, a game is exact if and only if it is totally balanced and overbalanced. The condition of exact balancedness is identical to the one of balancedness, except that one of the...

We consider a Lévy process reflected in barriers at 0 and K  0. The loss rate is the mean of the local time at K at time 1 when the process is started in stationarity, and is a natural continuous-time analogue of the stationary expected loss rate for a reflected random walk. We derive...

For a two-class two-node bandwidth sharing network called parking lot network we investigate the tail behavior of the queue length and sojourn time under light-tailed assumptions. These results extend previous results in the literature obtained for a single-node network. Explicit conditions are...

We introduce the ray-projection dynamics in evolutionary game theory by employing a ray projection of the relative fitness (vector) function, i.e., a projection unto the unit simplex along a ray through the origin. Ray-projection dynamics are weakly compatible in the terminology of Friedman...

A division rule for claims problems, also known as bankruptcy or rationing problems, based on the pseudo-average solution is studied (for 2-person problems). This solution was introduced in Moulin (Jpn Econ Rev 46:303–332, <CitationRef CitationID="CR14">1995</CitationRef>) for discrete cost allocation problems. Using the asymptotic...</citationref>