We consider capacity expansion of a telecommunications network in the face of uncertain future demand and potential future failures of network components. The problem is formulated as a bicriteria stochastic program with recourse in which the total cost of the capacity expansion and the...

Main objects here are normal-form games, featuring uncertainty and noncooperative players who entertain local visions, form local approximations, and hesitate in making large, swift adjustments. For the purpose of reaching Nash equilibrium, or learning such play, we advocate and illustrate an...

We consider the problem of optimizing inventories for problems where the demand distribution is unknown, and where it does not necessarily follow a standard form such as the normal. We address problems where the process of deciding the inventory, and then realizing the demand, occurs repeatedly....