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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - 1997

In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite … programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to … semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming …

Persistent link: https://www.econbiz.de/10010325628

Approximate Results for a Generalized Secretary Problem

Dietz, Chris; van der Laan, Dinard; Ridder, Ad - 2010

A version of the classical secretary problem is studied, in which one is interested in selecting one of the b best out of a group of n differently ranked persons who are presented one by one in a random order. It is assumed that b is bigger than or equal to 1 is a preassigned number. It is...

Persistent link: https://www.econbiz.de/10010325704

The Unique-lowest Sealed-bid Auction

Houba, Harold; van der Laan, Dinard; Veldhuizen, Dirk - 2008

Unique-lowest sealed-bid auctions are auctions in which participation is endogenous and the winning bid is the lowest bid among all unique bids. Such auctions admit very many Nash equilibria (NEs) in pure and mixed strategies. The two-bidders' auction is similar to the Hawk-Dove game, which...

Persistent link: https://www.econbiz.de/10010325775

On the Optimality of Regularity in Mixing Markovian Decision Rules for MDP Control

van der Laan, Dinard - 2010

In this paper we study Markov Decision Process (MDP) problems with the restriction that at decision epochs only a finite number of given Markovian decision rules may be applied. The elements of the finite set of allowed decision rules should be mixed to improve the performance. The set of...

Persistent link: https://www.econbiz.de/10010325920

Shallow Lake Economics Run Deep: Nonlinear Aspects of an Economic-Ecological Interest Conflict

Wagener, F.O.O. - 2009

Outcomes of the shallow lake interest conflict are presented in a number of different contexts: quasi-static and dynamic social planning, and quasi-static one-shot and repeated non-cooperative play. As the underlying dynamics are non-convex, the analysis uses geometrical-numerical methods: the...

Persistent link: https://www.econbiz.de/10010325925

Optimal resource allocation in multiclass networks

Naumov, Valeriy; Martikainen, Olli - 2011

In this paper, we study resource allocation in multiclass networks having several types of flexible servers and general constraints on the number of servers at each station. Each job class is characterized by the station where the job is processed and by the amount of work allocated to that...

Persistent link: https://www.econbiz.de/10010326889

The integer cohomology of toric Weyl arrangements

Settepanella, Simona - 2010

A toric arrangement is a finite set of hypersurfaces in a complex torus, every hypersurface being the kernel of a character. In the present paper we prove that if TW is the toric arrangement defined by the cocharacters lattice of a Weyl group W, then the integer cohomology of its complement is...

Persistent link: https://www.econbiz.de/10010328655

Characterizing the sustainability problem in an exhaustible resource model

Mitra, Tapan; Asheim, Geir B.; Buchholz, Wolfgang; … - 2012

The Dasgupta-Heal-Solow-Stiglitz model of capital accumulation and resource depletion poses the following sustainability problem: is it feasible to sustain indefinitely a level of consumption that is bounded away from zero? We provide a complete technological characterization of the...

Persistent link: https://www.econbiz.de/10010330259

Deterministic Approximation of Stochastic Evolution in Games

Benaim, Michel; Weibull, Jörgen W. - 2000

This paper provides deterministic approximation results for stochastic processes that arise when finite populations recurrently play finite games. The deterministic approximation is defined in continuous time as a system of ordinary differential equations of the type studied in evolutionary game...

Persistent link: https://www.econbiz.de/10010334938

Comparative Statics in Dynamic Programming Models of Economics

Lang, Harald - 1986

Persistent link: https://www.econbiz.de/10010335177