MOR
2008
13 years 4 months ago
2008
MOR
2008
13 years 5 months ago
2008
Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...
MOR
2008
13 years 5 months ago
2008
We consider the average cost problem for partially observable Markov decision processes (POMDP) with finite state, observation, and control spaces. We prove that there exists an -...
MOR
2008
13 years 5 months ago
2008
The flow set with partial order is a mixed-integer set described by a budget on total flow and a partial order on the arcs that may carry positive flow. This set is a common substr...
MOR
2008
13 years 5 months ago
2008
MOR
2008
13 years 5 months ago
2008
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
MOR
2008
13 years 5 months ago
2008
MOR
2008
13 years 5 months ago
2008
MOR
2008
13 years 5 months ago
2008
We define a refinement of Nash equilibria called metastability. This refinement supposes that the given game might be embedded within any global game that leaves its local best-rep...
MOR
2008
13 years 5 months ago
2008
We consider a queue with renewal arrivals and n exponential servers in the Halfin-Whitt heavy traffic regime, where n and the arrival rate increase without bound, so that a critic...