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On the stability of linear systems with an exact constraint set

Amaya, Jorge; Goberna, Miguel - In: Mathematical Methods of Operations Research 63 (2006) 1, pp. 107-121

This paper deals with the stability of the intersection of a given set <InlineEquation ID="IEq1"> <EquationSource …

Persistent link: https://www.econbiz.de/10010999529

Portfolio optimization via stochastic programming: Methods of output analysis

Dupačová, Jitka - In: Mathematical Methods of Operations Research 50 (1999) 2, pp. 245-270

Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic...

Persistent link: https://www.econbiz.de/10010999725

On the stability of the linear Skorohod problem in an orthant

Kharroubi, Ahmed El; Tahar, Abdelghani Ben; Yaacoubi, … - In: Mathematical Methods of Operations Research 56 (2002) 2, pp. 243-258

Dupuis and Williams proved that a sufficient condition for the positive recurrence for a semimartingale reflecting Brownian motion in an orthant (SRBM) with data (θ, R, S, Δ), is that the corresponding Linear Skorohod Problem LSP (θ) is stable. In this paper we use the linear complementary...

Persistent link: https://www.econbiz.de/10010999832

Stability analysis of parallel server systems under longest queue first

Baharian, Golshid; Tezcan, Tolga - In: Mathematical Methods of Operations Research 74 (2011) 2, pp. 257-279

We consider the stability of parallel server systems under the longest queue first (LQF) rule. We show that when the … underlying graph of a parallel server system is a tree, the standard nominal traffic condition is sufficient for the stability of … for the stability and transience of these queueing systems with exponential interarrival and service times. Drift …

Persistent link: https://www.econbiz.de/10010999991

Some properties of the core on convex geometries

Okamoto, Yoshio - In: Mathematical Methods of Operations Research 56 (2003) 3, pp. 377-386

A game on a convex geometry was introduced by Bilbao as a model of partial cooperation. We investigate some properties of the core of a game on a convex geometry. First, we show that if a game is quasi-convex, then the core is stable. This result can be seen as an extension of a result by...

Persistent link: https://www.econbiz.de/10010950112

Extended and strongly extended well-posedness of set-valued optimization problems

Huang, X. X. - In: Mathematical Methods of Operations Research 53 (2001) 1, pp. 101-116

In this paper, we deal with the extended well-posedness and strongly extended well-posedness of set-valued optimization problems. These two concepts are generalizations of the extended well-posedness of real-valued optimization probems defined by Zolezzi. We obtain some criteria and...

Persistent link: https://www.econbiz.de/10010950141

Quantitative stability of mixed-integer two-stage quadratic stochastic programs

Chen, Zhiping; Han, Youpan - In: Mathematical Methods of Operations Research 75 (2012) 2, pp. 149-163

, technology matrix and right-hand sides, we study quantitative stability properties of its optimal value function and optimal … constraints. The obtained results extend earlier results about quantitative stability properties of stochastic integer programming … and stability results for mixed-integer parametric quadratic programs. Copyright Springer-Verlag 2012 …

Persistent link: https://www.econbiz.de/10010950206

Well-posedness and convexity in vector optimization

Miglierina, E.; Molho, E. - In: Mathematical Methods of Operations Research 58 (2003) 3, pp. 375-385

We study a notion of well-posedness in vector optimization through the behaviour of minimizing sequences of sets, defined in terms of Hausdorff set-convergence. We show that the notion of strict efficiency is related to the notion of well-posedness. Using the obtained results we identify a class...

Persistent link: https://www.econbiz.de/10010950319

State space collapse and stability of queueing networks

Delgado, Rosario - In: Mathematical Methods of Operations Research 72 (2010) 3, pp. 477-499

We study the stability of subcritical multi-class queueing networks with feedback allowed and a work-conserving head …

Persistent link: https://www.econbiz.de/10010950332