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61.
Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {Xi, j, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then
and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes. 相似文献
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62.
A recursive method is developed for the solution of coupled algebraic Riccati equations and corresponding linear Nash strategies of weakly interconnected systems. It is shown that the given algorithm converges to the exact solution with the rate of convergence ofO(2), where is a small coupling parameter. In addition, only low-order systems are involved in algebrdic computations; the amount of computations required does not grow per iteration and no analyticity assumption is imposed on the system coefficients.This work was supported by Rutgers University Research Council under Grant No. 2-02188. 相似文献
63.
Hal Tasaki 《Journal of statistical physics》1987,49(3-4):841-847
A set of new critical exponent inequalities,d(1 –1 /)2 –, dv(1 – 1/), andd> 1, is proved for a general class of random cluster models, which includes (independent or dependent) percolations, lattice animals (with any interactions), and various stochastic cluster growth models. The inequalities imply that the critical phenomena in the models are inevitably not mean-field-like in the dimensions one, two, and three.The present work was reported at the 56th Statistical Mechanics Meeting (Rutgers, December 1986). 相似文献
64.
J. B. Lasserre 《Journal of Optimization Theory and Applications》1986,49(1):177-179
We show that a consistency check of a linear system of inequalitiesAxb reduces to check whetherQb0 for a certain matrixQ. It is a direct consequence of the Farkas-Minkowski theorem. Thus, when one has to check consistency for different values ofb, one need not run a numerical algorithm for eachb.On leave at the Electronics Research Laboratory of the University of California at Berkeley in a CNRS/NSF Exchange Program. 相似文献
65.
《Journal of Pure and Applied Algebra》2022,226(5):106942
In this article, we classify connected commutative (locally) Nash groups, which is a continuation of our previous work on the classification of abelian Nash manifolds. Our results generalize the classification of the one-dimensional case by Madden-Stanton and the two-dimensional case by Baro-Vicente-Otero. Moreover, we determine the affineness and toroidal affineness of a connected commutative Nash group. 相似文献
66.
《Operations Research Letters》2022,50(4):407-414
In this study, the existing game theoretical framework is extended to strategic queuing in search of solutions for a two-population game in observable double-ended queuing systems with zero matching times. We show that multiple Nash equilibria and one unique subgame perfect Nash equilibrium exist in this game. 相似文献
67.
《Operations Research Letters》2022,50(5):495-502
This paper studies a supplier competition model in which a buyer reserves capacity from a number of suppliers that each have multiple blocks of capacity (e.g., production or power plants). The suppliers each submit a bid that specifies a reservation price and an execution price for every block, and the buyer determines what blocks to reserve. This game involves both external competition between suppliers and internal competition between blocks from each supplier. We characterize the properties of pure-strategy Nash equilibria for the game. Such equilibria may not always exist, and we provide the conditions under which they do. 相似文献
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70.
A smooth approximationp (x, ) to the plus function max{x, 0} is obtained by integrating the sigmoid function 1/(1 + e–x
), commonly used in neural networks. By means of this approximation, linear and convex inequalities are converted into smooth, convex unconstrained minimization problems, the solution of which approximates the solution of the original problem to a high degree of accuracy for sufficiently large. In the special case when a Slater constraint qualification is satisfied, an exact solution can be obtained for finite. Speedup over MINOS 5.4 was as high as 1142 times for linear inequalities of size 2000 × 1000, and 580 times for convex inequalities with 400 variables. Linear complementarity problems are converted into a system of smooth nonlinear equations and are solved by a quadratically convergent Newton method. For monotone LCPs with as many as 10 000 variables, the proposed approach was as much as 63 times faster than Lemke's method.This material is based on research supported by Air Force Office of Scientific Research Grant F49620-94-1-0036 and National Science Foundation Grants CCR-9101801 and CCR-9322479. 相似文献