We introduce a new method, called "customer oriented finite perturbation analysis" (CFPA), for sensitivity estimation for discrete event dynamic systems (DEDS). We discuss the CFPA algorithm and applying a new proof technique we obtain necessary conditions for CFPA to yield an unbiased estimator...

In an oligopoly, prior to choosing quantities/prices, each firm has an opportunity to form pair-wise collaborative links with other firms. These pair-wise links defines a collaboration network. We study stable and efficient networks under different types of market competition. We find that...

A new predictor-corrector interior point algorithm for solving monotone linear complementarity problems (LCP) is proposed, and it is shown to be superlinearly convergent with at least order 1.5, even if the LCP has no strictly complementary solution. Unlike Mizuno's recent algorithm, the fast...