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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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zcan Bekta 《Mathematical Methods in the Applied Sciences》2019,42(16):5215-5232
The split and hyperbolic (countercomplex) octonions are eight‐dimensional nonassociative algebras over the real numbers, which are in the form , where em's have different properties for them. The main purpose of this paper is to define the split‐type octonion and its matrix whose inputs are split‐type octonions and give some properties for them by using the real quaternions, split, and hyperbolic (countercomplex) octonions. On the other hand, to make some definitions, we present some operations on the split‐type octonions. Also, we show that every split‐type octonions can be represented by 2 × 2 real quaternion matrix and 4 × 4 complex number matrix. The information about the determinants of these matrix representations is also given. Besides, the main features of split‐type octonion matrix concept are given by using properties of real quaternion matrices. Then, 8n × 8nreal matrix representations of split‐type octonion matrices are shown, and some algebraic structures are examined. Additionally, we introduce real quaternion adjoint matrices of split‐type octonion matrices. Moreover, necessary and sufficient conditions and definitions are given for split‐type octonion matrices to be special split‐type octonion matrices. We describe some special split‐type octonion matrices. Finally, oct‐determinant of split‐type octonion matrices is defined. Definitive and understandable examples of all definitions, theorems, and conclusions were given for a better understanding of all these concepts. 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