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ORL
2006
87views more  ORL 2006»
13 years 5 months ago
SPAR: stochastic programming with adversarial recourse
We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We int...
Matthew D. Bailey, Steven M. Shechter, Andrew J. S...
ORL
2006
72views more  ORL 2006»
13 years 5 months ago
A note on two-person zero-sum communicating stochastic games
For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property,...
Zeynep Müge Avsar, Melike Baykal-Gursoy
ORL
2006
116views more  ORL 2006»
13 years 5 months ago
Greedy multiprocessor server scheduling
We show that the greedy Highest Density First (HDF) algorithm is (1+ )-speed O(1)-competitive for the problem of minimizing the p norms of weighted flow time on m identical machin...
Carl Bussema, Eric Torng
ORL
2006
65views more  ORL 2006»
13 years 5 months ago
Solving asymmetric variational inequalities via convex optimization
Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of...
Michele Aghassi, Dimitris Bertsimas, Georgia Perak...
ORL
2006
55views more  ORL 2006»
13 years 5 months ago
MIPLIB 2003
Tobias Achterberg, Thorsten Koch, Alexander Martin