We consider a two player finite state-action general sum single controller constrained stochastic game with both discounted and average cost criteria. We consider the situation where player 1 has subscription-based constraints and player 2, who controls the transition probabilities, has...

Blackwell optimality in a finite state-action discounted Markov decision process (MDP) gives an optimal strategy which is optimal for every discount factor close enough to one. In this article we explore this property, which we call as Blackwell–Nash equilibrium, in two player finite...

The present work is intended as a first step towards applying semidefinite programming models and tools to discrete lot-sizing problems including sequence-dependent changeover costs and times. Such problems can be formulated as quadratically constrained quadratic binary programs. We investigate...

In this paper, we discuss the optimal design of telecommunications networks prone to failure. The problem concerns mid-range planning objectives. The purpose of the model is to give insight on the cost of protecting the network against failures by balancing the choice of a base routing of the...

This paper deals with the sizing of telecommunications networks offering private line service to a few clients. The clients ask for some transfer capacity between some pair of nodes, but their demand is uncertain. In case of high demand and insufficient capacity, some clients may be denied the...

In this paper we present branch-and-bound (B& B) strategies for two-stage stochastic integer network design-based models with integrality constraints in the first-stage variables. These strategies are used within L-shaped decomposition-based B& B framework. We propose a valid inequality in order...