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Computing integral solutions of complementarity problems
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2004
In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
Persistent link: https://www.econbiz.de/10011343323
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Computing Integral Solutions of Complementarity Problems
van der Laan, Gerard; Talman, Dolf; Yang, Zaifu - 2005
In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
Persistent link: https://www.econbiz.de/10014028508
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Queueing systems with fractional number of servers
Naumov, Valeriy; Martikainen, Olli - 2012
In this paper we introduce multi-server queueing systems that can be considered as extensions of conventional M/M/s queue to fractional number of servers. We show that the extended Erlang's delay function can be used to calculate delay probabilities for such systems. This approach enables the...
Persistent link: https://www.econbiz.de/10010326877
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Method for throughput maximization of multiclass networks with flexible servers
Naumov, Valeriy; Martikainen, Olli - 2011
In this paper, we study the throughput of multiclass networks featuring several types of flexible servers as well as general constraints both on the number of servers having the same skills and on the number of servers allowed at each station. Each job class is characterized by its processing...
Persistent link: https://www.econbiz.de/10010326896
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Queueing systems with fractional number of servers
Naumov, Valeriy; Martikainen, Olli - 2012
In this paper we introduce multi-server queueing systems that can be considered as extensions of conventional M/M/s queue to fractional number of servers. We show that the extended Erlang's delay function can be used to calculate delay probabilities for such systems. This approach enables the...
Persistent link: https://www.econbiz.de/10009515433
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Method for throughput maximization of multiclass networks with flexible servers
Naumov, Valeriy; Martikainen, Olli - 2011
In this paper, we study the throughput of multiclass networks featuring several types of flexible servers as well as general constraints both on the number of servers having the same skills and on the number of servers allowed at each station. Each job class is characterized by its processing...
Persistent link: https://www.econbiz.de/10009388996
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On the Solution of Markov-switching Rational Expectations Models
Carravetta, Francesco; Sorge, Marco M. - 2011
This paper describes a method for solving a class of forward-looking Markov-switching Rational Expectations models under noisy measurement, by specifying the unobservable expectations component as a general-measurable function of the observable states of the system, to be determined optimally...
Persistent link: https://www.econbiz.de/10010293377
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On the solution of Markov-switching rational expectations models
Carravetta, Francesco; Sorge, Marco M. - 2011
This paper describes a method for solving a class of forward-looking Markov-switching Rational Expectations models under noisy measurement, by specifying the unobservable expectations component as a general-measurable function of the observable states of the system, to be determined optimally...
Persistent link: https://www.econbiz.de/10009126073
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Notes on an endogenous growth model with two capital stocks II : the stochastic case
Bethmann, Dirk (contributor) - 2005
This paper extends the class of stochastic AK growth models with a closed-form solution to the case where there are two capital goods in the model. To be precise, we consider the Uzawa-Lucas model of endogenous growth with human and physical capital. The extension holds, even if an external...
Persistent link: https://www.econbiz.de/10003148208
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A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital
Mirman, Leonard J.; Morand, Olivier F.; Reffett, Kevin - 2004
Using lattice programming and order theoretic fixpoint theory, we develop a powerful class of monotone iterative methods that provide a qualitative theory of Markovian equilibrium for a large class of infinite horizon economies with capital. The class of economies is large and includes...
Persistent link: https://www.econbiz.de/10014072102