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MOR
2007
99views more  MOR 2007»
11 years 11 months ago
Stochastic Search in a Forest Revisited
We consider a generalization of the model of stochastic search in an out-forest, introduced and studied by Denardo, Rothblum, and Van der Heyden [1]. We provide a simple proof of ...
Jay Sethuraman, John N. Tsitsiklis
MOR
2007
114views more  MOR 2007»
11 years 11 months ago
Bargaining Sets of Majority Voting Games
Ron Holzman, Bezalel Peleg, Peter Sudhölter
MOR
2007
83views more  MOR 2007»
11 years 11 months ago
Secret Correlation in Repeated Games with Imperfect Monitoring
We characterize the maximum payoff that a team can guarantee against another in a class of repeated games with imperfect monitoring. Our result relies on the optimal trade-off fo...
Olivier Gossner, Tristan Tomala
MOR
2007
100views more  MOR 2007»
11 years 11 months ago
On Scheduling Fees to Prevent Merging, Splitting, and Transferring of Jobs
A deterministic server is shared by users with identical linear waiting costs, requesting jobs of arbitrary lengths. Shortest jobs are served first for efficiency. The server can...
Hervé Moulin
MOR
2007
109views more  MOR 2007»
11 years 11 months ago
Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
We consider the problem of solving a nonhomogeneous infinite horizon Markov Decision Process (MDP) problem in the general case of potentially multiple optimal first period polic...
Torpong Cheevaprawatdomrong, Irwin E. Schochetman,...
MOR
2007
116views more  MOR 2007»
11 years 11 months ago
Complex Matrix Decomposition and Quadratic Programming
This paper studies the possibilities of the Linear Matrix Inequality (LMI) characterization of the matrix cones formed by nonnegative complex Hermitian quadratic functions over sp...
Yongwei Huang, Shuzhong Zhang
MOR
2007
97views more  MOR 2007»
11 years 11 months ago
Approximation Algorithms for Stochastic Inventory Control Models
Retsef Levi, Martin Pál, Robin Roundy, Davi...
MOR
2007
149views more  MOR 2007»
11 years 11 months ago
LP Rounding Approximation Algorithms for Stochastic Network Design
Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field ...
Anupam Gupta, R. Ravi, Amitabh Sinha
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