Showing 1 - 9 of 9
This paper deals with the stability of the intersection of a given set <InlineEquation ID="IEq1"> <EquationSource …
Persistent link: https://www.econbiz.de/10010999529
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
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
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
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
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
, 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
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
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