Carathéodory's method for a class of dynamic games

The method of equivalent variational methods, originally due to Carathéodory for free problems in the calculus of variations is extended to investigate feedback Nash equilibria for a class of n-person differential games. Both the finite-horizon and infinite-horizon cases are considered. Examples are given to illustrate the presented results.     

Solving Problems with Min-Type Functions by Disjunctive Programming

We consider applications of disjunctive programming to global optimization and problems with equilibrium constraints. We propose a modification of the algorithm of F. Beaumont for disjunctive programming problems and show its numerical efficiency.     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

Constraint Programming and Operations Research: Comments from an Operations Researcher

This paper relates the author's personal experience with constraint programming and gives a personal assessment of the relationships between constraint programming and operations research.     

Modelling recruitment training in mathematical human resource planning

This paper deals with mathematical human resource planning; more specifically, it suggests a new model for a manpower‐planning system. In general, we study a k‐classed hierarchical system where the workforce demand at each time period is satisfied through internal mobility and recruitment. The motivation for this work is based on various European Union incentives, which promote regional or local government assistance programs that could be exploited by firms not only for hiring and training newcomers, but also to improve the skills and knowledge of their existing personnel. In this respect, in our augmented mobility model we establish a new ‘training/standby’ class, which serves as a manpower inventory position for potential recruits. This class, which may very well be internal or external to the system, is incorporated into the framework of a non‐homogeneous Markov chain model. Furthermore, cost objectives are employed using the goal‐programming approach, under different operating assumptions, in order to minimize the operational cost in the presence of system's constraints and regulations. Copyright © 2002 John Wiley & Sons, Ltd.     

Toward Fuzzy Optimization without Mathematical Ambiguity

Fuzzy programming has been discussed widely in literature and applied in such various disciplines as operations research, economic management, business administration, and engineering. The main purpose of this paper is to present a brief review on fuzzy programming models, and classify them into three broad classes: expected value model, chance-constrained programming and dependent-chance programming. In order to solve general fuzzy programming models, a hybrid intelligent algorithm is also documented. Finally, some related topics are discussed.     

Reductions of interval nonlinear programming problem

A general nonlinear programming problem with interval functions is considered. Two reductions of this problem to the deterministic nonlinear programming problem are proposed, and illustrative examples are discussed.     

Index Heuristics for Multiclass M/G/1 Systems with Nonpreemptive Service and Convex Holding Costs

We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.     

基于进化人工神经网络的组合系统滤波技术

在组合系统运用Kalman滤波器技术时,准确的系统模型和可靠的观测数据是保证其性能的重要因素,否则将大大降低Kalman滤波器的估计精度,甚至导致滤波器发散.为解决上述Kalman应用中的实际问题,提出了一种新颖的基于进化人工神经网络技术的自适应Kalman滤波器.仿真试验表明该算法可以在系统模型不准确时、甚至外部观测数据短暂中断时,仍能保证Kalman滤波器的性能.