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The multiple-partners assignment game with heterogeneous sales and multi-unit demands: competitive equilibria

Jaume, Daniel; Massó, Jordi; Neme, Alejandro - In: Computational Statistics 76 (2012) 2, pp. 161-187

A multiple-partners assignment game with heterogeneous sales and multi-unit demands consists of a set of sellers that own a given number of indivisible units of potentially many different goods and a set of buyers who value those units and want to buy at most an exogenously fixed number of...

Persistent link: https://www.econbiz.de/10010759599

On the stability of linear systems with an exact constraint set

Amaya, Jorge; Goberna, Miguel - In: Computational Statistics 63 (2006) 1, pp. 107-121

This paper deals with the stability of the intersection of a given set $$ X\subset \mathbb{R}^{n}$$ with the solution …

Persistent link: https://www.econbiz.de/10010847485

Some properties of the core on convex geometries

Okamoto, Yoshio - In: Computational Statistics 56 (2003) 3, pp. 377-386

A game on a convex geometry was introduced by Bilbao as a model of partial cooperation. We investigate some properties of the core of a game on a convex geometry. First, we show that if a game is quasi-convex, then the core is stable. This result can be seen as an extension of a result by...

Persistent link: https://www.econbiz.de/10010847692

Portfolio optimization via stochastic programming: Methods of output analysis

Dupačová, Jitka - In: Computational Statistics 50 (1999) 2, pp. 245-270

Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic...

Persistent link: https://www.econbiz.de/10010847699

On the stability of the linear Skorohod problem in an orthant

Kharroubi, Ahmed El; Tahar, Abdelghani Ben; Yaacoubi, … - In: Computational Statistics 56 (2002) 2, pp. 243-258

Dupuis and Williams proved that a sufficient condition for the positive recurrence for a semimartingale reflecting Brownian motion in an orthant (SRBM) with data (θ, R, S, Δ), is that the corresponding Linear Skorohod Problem LSP (θ) is stable. In this paper we use the linear complementary...

Persistent link: https://www.econbiz.de/10010847822

Well-posedness and convexity in vector optimization

Miglierina, E.; Molho, E. - In: Computational Statistics 58 (2003) 3, pp. 375-385

We study a notion of well-posedness in vector optimization through the behaviour of minimizing sequences of sets, defined in terms of Hausdorff set-convergence. We show that the notion of strict efficiency is related to the notion of well-posedness. Using the obtained results we identify a class...

Persistent link: https://www.econbiz.de/10010847930

State space collapse and stability of queueing networks

Delgado, Rosario - In: Computational Statistics 72 (2010) 3, pp. 477-499

We study the stability of subcritical multi-class queueing networks with feedback allowed and a work-conserving head …

Persistent link: https://www.econbiz.de/10010847953

Stability analysis of parallel server systems under longest queue first

Baharian, Golshid; Tezcan, Tolga - In: Computational Statistics 74 (2011) 2, pp. 257-279

We consider the stability of parallel server systems under the longest queue first (LQF) rule. We show that when the … underlying graph of a parallel server system is a tree, the standard nominal traffic condition is sufficient for the stability of … for the stability and transience of these queueing systems with exponential interarrival and service times. Drift …

Persistent link: https://www.econbiz.de/10010847993

Stability and scalability in decision trees

Aluja-Banet, Tomàs; Nafria, Eduard - In: Computational Statistics 18 (2003) 3, pp. 505-520

stability of the rules obtained and their applicability to huge data sets. Since the tree-growing process is highly dependent on … stability of the trees themselves. To this end we propose a series of data diagnostics to prevent internal instability in the …

Persistent link: https://www.econbiz.de/10011241292

Extended and strongly extended well-posedness of set-valued optimization problems

Huang, X. X. - In: Computational Statistics 53 (2001) 1, pp. 101-116

In this paper, we deal with the extended well-posedness and strongly extended well-posedness of set-valued optimization problems. These two concepts are generalizations of the extended well-posedness of real-valued optimization probems defined by Zolezzi. We obtain some criteria and...

Persistent link: https://www.econbiz.de/10010759349