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《Operations Research Letters》2022,50(2):107-114
We investigate the value of an optimal transportation problem with the maximization objective as a function of costs and vectors of production and consumption. The value is concave in production. For generic costs, the numbers of linearity domains and peak points are independent of costs and consumption. The peak points are determined by an auxiliary assignment problem. The volumes of the linearity domains are independent of costs while their dependence on consumption can be expressed via the multinomial distribution. 相似文献
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《Operations Research Letters》2019,47(4):257-263
We consider optimal intervention methods under budget constraints when financial systems face economic shocks. We propose two policies formulated by mixed-integer linear programs where regulators inject cash into institutions. One is to minimize systemic losses, and the other is to minimize the number of defaulting institutions. Using publicly available data on the Korean financial system, we construct its entire network and apply stress scenarios to the system to compare the performances of intervention strategies and derive insights on their workings. 相似文献
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Zvi Artstein 《Optimization》2019,68(1):81-98
ABSTRACTAn optimization problem of maximizing an integral of a function over a family of probability measures is considered. The problem is a generalization of a well-studied variational problem in mathematical economics, concerning optimal allocations. The specific generalization that we examine arises also in the limit of singularly perturbed optimal control problems. We examine the mathematical problem and allude to the singular perturbation motivation. 相似文献
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In this paper, we consider the equations of stationary motion of electrorheological fluids in any dimension . We show that the first gradient of local solutions to the system has optimal -regularity with some with respect to the one of the external force. This is achieved by comparison principle and a good -estimate. 相似文献
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G. Yu S. H. Jacobson N. Kiyavash 《Stochastics An International Journal of Probability and Stochastic Processes》2020,92(2):223-264
ABSTRACTWe provide an asymptotic analysis of multi-objective sequential stochastic assignment problems (MOSSAP). In MOSSAP, a fixed number of tasks arrive sequentially, with an n-dimensional value vector revealed upon arrival. Each task is assigned to one of a group of known workers immediately upon arrival, with the reward given by an n-dimensional product-form vector. The objective is to maximize each component of the expected reward vector. We provide expressions for the asymptotic expected reward per task for each component of the reward vector and compare the convergence rates for three classes of Pareto optimal policies. 相似文献