Showing 1 - 10 of 32
The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic behavior this stochastic process serves as a natural candidate for modelling time-dependent phenomena such as degradation. In condition-based maintenance the first time such a...
Persistent link: https://www.econbiz.de/10010731493
We present a thorough analysis of the economic order quantity model with shortages under a general inventory cost rate function and concave production costs. By using some standard results from convex analysis, we show that the model exhibits a composite concave-convex structure. Consequently,...
Persistent link: https://www.econbiz.de/10010837523
We consider equilibrium constrained optimization problems, which have a general formulationthat encompasses well-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi-infinite programming problems. Based on the celebrated K K M lemma, we...
Persistent link: https://www.econbiz.de/10010837543
In this paper we will show that the closely K-convexlike vector-valued functions with K Rm a nonempty convex cone and related classes of vector-valued functions discussed in the literature arise naturally within the theory of biconjugate functions applied to the Lagrangian perturbation scheme in...
Persistent link: https://www.econbiz.de/10010837561
In this paper we introduce the problem of shunting passenger train units in a railway station. Shunting occurs whenever train units are temporarily not necessary to operate a given timetable. We discuss several aspects of this problem and focus on two subproblems. We propose mathematical models...
Persistent link: https://www.econbiz.de/10010837599
In this paper the well-known minimax theorems of Wald, Ville and Von Neumann are generalized under weaker topological conditions onthe payoff function ƒ and/or extended to the larger set of the Borel probabilitymeasures instead of the set of mixed strategies.
Persistent link: https://www.econbiz.de/10010837609
In this note we show that the strong duality theorem of an unconstrained (generalized) geometric programming problem as defined by Peterson (cf.[1]) is actually a special case of a Lagrangian duality result. Contrary to [1] we also consider the case that the set C is compact and convex and in...
Persistent link: https://www.econbiz.de/10010837629
In this paper we introduce robust versions of the classical static and dynamic single leg seat allocation models as analyzed by Wollmer, and Lautenbacher and Stidham, respectively. These robust models take into account the inaccurate estimates of the underlying probability distributions. As...
Persistent link: https://www.econbiz.de/10010730861
We describe an algorithmic approach to determine an efficient railway rolling stock circulation on a single line or on a set of interacting lines. Given the timetable and the passengers? seat demand, we develop a branch-and-price algorithm that results in an allocation of rolling stock material...
Persistent link: https://www.econbiz.de/10010730870
In this note we review some known minimax theorems with applications in game theory and show that these results form an equivalent chain which includes the strong separation result in finite dimensional spaces between two disjoint closed convex sets of which one is compact. By simplifying the...
Persistent link: https://www.econbiz.de/10010730901