Preserving preference rankings under non-financial background risk

We investigate the impact of a non-financial background risk ??? on thepreference rankings between two independent financial risks Open image in new window ₁ and Open image in new window ₂ for anexpected-utility maximizer. More precisely, we provide necessary and sufficientconditions for the alternative (x₀+ Open image in new window ₁,y₀+ ???) to be preferred to(x₀+ Open image in new window ₂,y₀+ ???)whenever (x₀+ Open image in new window ₁,y₀) ispreferred to (x₀+ Open image in new window ₂,y₀). Utilityfunctions that preserve the preference rankings are fully characterized. Theirpractical relevance is discussed in light of recent results on the constraintsfor the modelling of the preference for the disaggregation of harms.     

Monitoring the process mean based on attribute inspection when a small sample is available

This paper proposes a new control chart, denoted by Open image in new window to evaluate the stability of a process mean when a small sample is available. This chart is based on attribute inspection rather than the physical measurements (taken with an instrument, such as a caliper or precision balance) of the quality characteristics of interest of the sampled items. The main goal is to recover measurements on a continuous scale by generating random measurements using the frequencies observed for the sample as inputs. The average sample obtained using these recovery measures ( Open image in new window ) is calculated and used to draw the standard Open image in new window chart. The average sample Open image in new window can be shown to be a mixture of normal distributions. The values of the lower control limit (LCL) and the upper control limit (UCL) are chosen to minimize the average run length (ARL).     

A geometrical approach for generalizing the production possibility set in DEA

Consider a Data Envelopment Analysis (DEA) study with n Decision Making Units (DMUs) and a model with m inputs plus outputs. The data for this study are a point set, {a¹,…,a ⁿ }, in Open image in new window . A DMU is efficient if its data point is located on the efficient frontier portion of the boundary of an empirical production possibility set, a polyhedral envelopment hull described by the data. From this perspective, DEA efficiency is a purely geometric concept that can be applied to general point sets to identify records with extreme properties. The generalized approach permits new applications for nonparametric frontiers. Examples of such applications are fraud detection, auditing, security, and appraisals. We extend the concept of DEA efficiency to frontier outliers in general envelopment hulls.     

Joint Randomized Decisions in Chance-Constrained Programming

Mukherjee has considered the problem (P) of minimizing E[X₁ + X₂] subject to

Open image in new window

where b₁ is uniform over (0,2), and b₂ is uniform over (0,4), assuming b₁ and b₂ to be independent. It is shown in this paper that his solution is incorrect, and a correct solution is presented under the less restrictive assumption that X₁ and X₂ have any joint distribution.     

A WIN-WIN approach to multiple objective linear programming problems

Interactive decision making arose as a means to overcome the uncertainty concerning the decision maker's (DM) value function. So far the search is confined to nondominated alternatives, which assumes that a win–lose strategy is adopted. The purpose of this paper is to suggest a complementary interactive algorithm that uses an interior point method to solve multiple objective linear programming problems. As the algorithm proceeds, the DM has access to intermediate solutions. The sequence of intermediate solutions has a very interesting characteristic: all of the criteria are improved, that is, a solution Open image in new window , that follows another solution Open image in new window , has the values of all objectives greater than those of Open image in new window . This WIN-WIN feature allows the DM to reach a nondominated solution without making any trade-off among the objective functions. However, there is no impediment in proceeding with traditional multiobjective methods.     

Asymptotic Normality of Some Graph Sequences

For a simple finite graph G denote by Open image in new window the number of ways of partitioning the vertex set of G into k non-empty independent sets (that is, into classes that span no edges of G). If \(E_n\) is the graph on n vertices with no edges then Open image in new window coincides with Open image in new window , the ordinary Stirling number of the second kind, and so we refer to Open image in new window as a graph Stirling number. Harper showed that the sequence of Stirling numbers of the second kind, and thus the graph Stirling sequence of \(E_n\), is asymptotically normal—essentially, as n grows, the histogram of Open image in new window , suitably normalized, approaches the density function of the standard normal distribution. In light of Harper’s result, it is natural to ask for which sequences \((G_n)_{n \ge 0}\) of graphs is there asymptotic normality of Open image in new window . Thanh and Galvin conjectured that if for each n, \(G_n\) is acyclic and has n vertices, then asymptotic normality occurs, and they gave a proof under the added condition that \(G_n\) has no more than \(o(\sqrt{n/\log n})\) components. Here we settle Thanh and Galvin’s conjecture in the affirmative, and significantly extend it, replacing “acyclic” in their conjecture with “co-chromatic with a quasi-threshold graph, and with negligible chromatic number”. Our proof combines old work of Navon and recent work of Engbers, Galvin and Hilyard on the normal order problem in the Weyl algebra, and work of Kahn on the matching polynomial of a graph.     

MIP models for minimizing total tardiness in a two-machine flow shop

We propose compact mixed-integer programming models for the Open image in new window -hard problem of minimizing tardiness in a two-machine flow shop. Also, we propose valid inequalities that aim at tightening the models’ representations. We provide empirical evidence that the linear programming relaxation of an enhanced formulation yields an excellent lower bound that consistently outperforms the best bound from the literature. We further provide the results of extensive computational experiments that attest to the efficacy of the proposed MIP models. In particular, our computational study reveals that most of the 30-job hard instances are optimally solved using the proposed MIP models. Furthermore, we found that even much larger instances, with up to 70 jobs, can be solved for several problem classes.     

Weighted Solyanik Estimates for the Hardy–Littlewood Maximal Operator and Embedding of into

Let Open image in new window denote a weight in Open image in new window which belongs to the Muckenhoupt class Open image in new window and let Open image in new window denote the uncentered Hardy–Littlewood maximal operator defined with respect to the measure Open image in new window . The sharp Tauberian constant of Open image in new window with respect to Open image in new window , denoted by Open image in new window , is defined by

Open image in new window

In this paper, we show that the Solyanik estimate

$$\begin{aligned} \lim _{\alpha \rightarrow 1^-}\mathsf{C}_{w}(\alpha ) = 1 \end{aligned}$$

holds. Following the classical theme of weighted norm inequalities we also consider the sharp Tauberian constants defined with respect to the usual uncentered Hardy–Littlewood maximal operator Open image in new window and a weight Open image in new window :

Open image in new window

We show that we have Open image in new window if and only if Open image in new window . As a corollary of our methods we obtain a quantitative embedding of Open image in new window into Open image in new window .

     

Promoting impulse buying by allocating retail shelf space to grouped product categories

This paper addresses a problem where a retailer seeks to optimize store-wide shelf-space allocation in order to maximize the visibility of products to consumers and consequently stimulate impulse buying. We consider a setting where the retailer, because of product affinities or the retailer’s historical practice, has pre-clustered product categories into groups each of which must be assigned to a shelf. On the basis of its location in the store layout, each shelf is partitioned into contiguous shelf segments having different anticipated customer traffic densities. The retailer seeks to assign each group of product categories to a shelf, to determine the relative location of product categories within their assigned shelf, and to specify their allocated total shelf space within given lower/upper bounds. We propose a 0–1 integer programme that takes into account expected customer traffic densities within the store, groups of product categories, their relative profitability, and the desirability to keep certain product groups in the same aisle, with the objective of maximizing the impulse buying profit. The proposed model is grounded in a preprocessing scheme that explores feasible assignments of subsets of product groups to available aisles by iteratively solving an Open image in new window -hard subproblem and is numerically observed to greatly outperform an alternative mixed-integer programming formulation. We demonstrate the usefulness of and the enhanced tractability achieved by the proposed approach using a case study motivated by a grocery store in New England and a variety of simulated problem instances.     

Creating seating plans: a practical application

This paper examines the interesting problem of designing seating plans for large events such as weddings and gala dinners where, among other things, the aim is to construct solutions where guests are sat on the same tables as friends and family, but, perhaps more importantly, are kept away from those they dislike. This problem is seen to be Open image in new window -complete from a number of different perspectives. We describe the problem model and heuristic algorithm that is used on the commercial website www.weddingseatplanner.com. We present results on the performance of this algorithm, demonstrating the factors that can influence run time and solution quality, and also present a comparison with an equivalent IP model used in conjunction with a commercial solver.     

Positive definite and Gram tensor complementarity problems

Given a continuous function Open image in new window and Open image in new window , the non-linear complementarity problem \(\text{ NCP }(g,q)\) is to find a vector Open image in new window such that

$$\begin{aligned} x \ge 0,~~y:=g(x) +q\ge 0~~\text{ and }~~x^Ty=0. \end{aligned}$$

We say that g has the Globally Uniquely Solvable (\(\text{ GUS }\))-property if \(\text{ NCP }(g,q)\) has a unique solution for all Open image in new window and C-property if \(\mathrm{NCP}(g,q)\) has a convex solution set for all Open image in new window . In this paper, we find a class of non-linear functions that have the \(\text{ GUS }\)-property and C-property. These functions are constructed by some special tensors which are positive semidefinite. We call these tensors as Gram tensors.

     

Nonseparable closed vector subspaces of separable topological vector spaces

In 1983 P. Domański investigated the question: For which separable topological vector spaces E, does the separable space Open image in new window have a nonseparable closed vector subspace, where \(\hbox {c}\) is the cardinality of the continuum? He provided a partial answer, proving that every separable topological vector space whose completion is not q-minimal (in particular, every separable infinite-dimensional Banach space) E has this property. Using a result of S.A. Saxon, we show that for a separable locally convex space (lcs) E, the product space Open image in new window has a nonseparable closed vector subspace if and only if E does not have the weak topology. On the other hand, we prove that every metrizable vector subspace of the product of any number of separable Hausdorff lcs is separable. We show however that for the classical Michael line \(\mathbb M\) the space of all continuous real-valued functions on \(\mathbb M\) endowed with the pointwise convergence topology, \(C_p(\mathbb M)\) contains a nonseparable closed vector subspace while \(C_p(\mathbb M)\) is separable.     

A weird relation between two cardinals

For a set M, let \({\text {seq}}(M)\) denote the set of all finite sequences which can be formed with elements of M, and let \([M]^2\) denote the set of all 2-element subsets of M. Furthermore, for a set A, let Open image in new window denote the cardinality of A. It will be shown that the following statement is consistent with Zermelo–Fraenkel Set Theory \(\textsf {ZF}\): There exists a set M such that Open image in new window and no function Open image in new window is finite-to-one.     

Dirichlet problem with degeneration of the input data on the boundary of the domain

We define an R_?-generalized solution of the first boundary value problem for a second-order elliptic equation with degeneration of the input data on the entire boundary of the two-dimensional domain and prove the existence and uniqueness of the solution in the weighted set Open image in new window.     

The Nevo–Zimmer intermediate factor theorem over local fields

The Nevo–Zimmer theorem classifies the possible intermediate G-factors Y in Open image in new window , where G is a higher rank semisimple Lie group, P a minimal parabolic and X an irreducible G-space with an invariant probability measure. An important corollary is the Stuck–Zimmer theorem, which states that a faithful irreducible action of a higher rank Kazhdan semisimple Lie group with an invariant probability measure is either transitive or free, up to a null set. We present a different proof of the first theorem, that allows us to extend these two well-known theorems to linear groups over arbitrary local fields.     

Strongly Gauduchon Spaces

The authors define strongly Gauduchon spaces and the class■■, which are generalization of strongly Gauduchon manifolds in complex spaces. Comparing with the case of Kahlerian, the strongly Gauduchon space and the class■are similar to the Kahler space and the Fujiki class■■ respectively. Some properties about these complex spaces are obtained. Moreover, the relations between the strongly Gauduchon spaces and the class■■ are studied.     

Unbounded norm convergence in Banach lattices

A net \((x_\alpha )\) in a vector lattice X is unbounded order convergent to \(x \in X\) if \(|x_\alpha - x| \wedge u\) converges to 0 in order for all \(u\in X_+\). This convergence has been investigated and applied in several recent papers by Gao et al. It may be viewed as a generalization of almost everywhere convergence to general vector lattices. In this paper, we study a variation of this convergence for Banach lattices. A net \((x_\alpha )\) in a Banach lattice X is unbounded norm convergent to x if Open image in new window for all \(u\in X_+\). We show that this convergence may be viewed as a generalization of convergence in measure. We also investigate its relationship with other convergences.     

A duality theorem for Tate–Shafarevich groups of curves over algebraically closed fields

In this note, we prove a duality theorem for the Tate–Shafarevich group of a finite discrete Galois module over the function field K of a curve over an algebraically closed field: there is a perfect duality of finite groups Open image in new window for F a finite étale Galois module on K of order invertible in K and with \(F' = {{\mathrm{Hom}}}(F,\mathbf{Q}/\mathbf {Z}(1))\). Furthermore, we prove that \(\mathrm {H}^1(K,G) = 0\) for G a simply connected, quasisplit semisimple group over K not of type \(E_8\).     

Power boundedness in the Fourier and Fourier–Stieltjes algebras on homogeneous spaces

We study power boundedness in the Fourier and Fourier–Stieltjes algebras, Open image in new window and Open image in new window of a homogeneous space Open image in new window The main results characterizes when all elements with spectral radius at most one, in any of these algebras, are power bounded.     

Fixed points of <Emphasis Type="Italic">n</Emphasis>-valued maps on surfaces and the Wecken property—a configuration space approach

In this paper, we explore the fixed point theory of n-valued maps using configuration spaces and braid groups, focusing on two fundamental problems, the Wecken property, and the computation of the Nielsen number. We show that the projective plane (resp. the 2-sphere S²) has the Wecken property for n-valued maps for all n ∈ ? (resp. all n ≥ 3). In the case n = 2 and S², we prove a partial result about the Wecken property. We then describe the Nielsen number of a non-split n-valued map Open image in new window of an orientable, compact manifold without boundary in terms of the Nielsen coincidence numbers of a certain finite covering q: X? → X with a subset of the coordinate maps of a lift of the n-valued split map Open image in new window .