Some properties of the bilevel programming problem

The purpose of this paper is to elaborate on the difficulties accompanying the development of efficient algorithms for solving the bilevel programming problem (BLPP). We begin with a pair of examples showing that, even under the best of circumstances, solutions may not exist. This is followed by a proof that the BLPP is NP-hard.This work was partially supported by a grant from the Advanced Research Program of the Texas Higher Education Coordinating Board.     

Avoider-Enforcer games

Let p and q be positive integers and let H be any hypergraph. In a (p,q,H) Avoider-Enforcer game two players, called Avoider and Enforcer, take turns selecting previously unclaimed vertices of H. Avoider selects p vertices per move and Enforcer selects q vertices per move. Avoider loses if he claims all the vertices of some hyperedge of H; otherwise Enforcer loses. We prove a sufficient condition for Avoider to win the (p,q,H) game. We then use this condition to show that Enforcer can win the (1,q) perfect matching game on K2n for every q?cn/logn for an appropriate constant c, and the (1,q) Hamilton cycle game on Kn for every q?cnloglogloglogn/lognlogloglogn for an appropriate constant c. We also determine exactly those values of q for which Enforcer can win the (1,q) connectivity game on Kn. This result is quite surprising as it substantially differs from its Maker-Breaker analog. Our method extends easily to improve a result of Lu [X. Lu, A note on biased and non-biased games, Discrete Appl. Math. 60 (1995) 285-291], regarding forcing an opponent to pack many pairwise edge disjoint spanning trees in his graph.     

Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

Noncooperative facility location games

A noncooperative game theoretical approach is considered for the multifacility location problem. It turns out that the facility location game is a potential game in the sense of Monderer and Shapley and some properties of the game are studied.     

A Distributional Approach to Multiple Stochastic Integrals and Transformations of the Poisson Measure

We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals.     

The Problem of Capacity Addition in Multi-user Elastic Demand Communication Networks

In this paper we consider some properties on prices under flow control in a network that is to be shared by noncooperative users. Each user is faced with an optimization problem which is formulated as the minimization of its own criterion subject to constraint on the flows of the other users. The operating points of the network are the Nash equilibria of the underlying routing game. Our objective is to study the behavior of prices of all users when the network designer needs to allocate capacities to network links. For parallel links topologies, we show that degradation of the performances such as prices will not take place, as well as the users may find it beneficial to improve their requests     

“Optimization of aircraft maintenance/support infrastructure using genetic algorithms—level of repair analysis”

Level of repair analysis (LORA) is an approach used during the design stage of complex equipment for analysis of the cost effectiveness of competing maintenance strategies. LORA is carried as a part of the life cycle cost and cost of ownership analysis and plays a significant role in minimizing the life cycle cost and cost of ownership of the capital equipment. Since many purchasing decisions of complex equipment are based on cost of ownership, it has become essential to carry out LORA to compete in the market. In this paper, we develop a mathematical model for LORA and propose a solution methodology based on genetic algorithms. The concept is illustrated using a hypothetical aircraft engine.     

Game of two cars: Case of variable speed

A stochastic version of Isaacs's (Ref. 1) game of two cars is dealt with here. In this version, the pursuer, owing to thrust and drag forces, has a variable speed, whereas the evader's speed is constant. Also, the pursuer can maneuver as long as his speed is bounded by some lower and upper limits. The probability of interception, corresponding to optimal (saddle-point) feedback strategies, is computed and serves as a reference for evaluating the performance of four different versions of the proportional navigation pursuit law as well as two other strategies.