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排序方式: 共有114条查询结果,搜索用时 46 毫秒
1.
Hossam A. Zaki 《Computational Optimization and Applications》1995,4(1):23-45
State-of-the-art computational results have shown that the shortest augmenting path (SAP) methods are more efficient than other primal-dual and primal-simplex based methods for solving the linear assignment problem on uniprocessor computers. There is, however, some controversy concerning their merits when compared with Bertsekas' auction algorithm on multiprocessor computers. In this study we investigate the performance of these competing methods on the Alliant FX/8. For each method, theoretical motivation, sources of parallelism and computational results are presented. 相似文献
2.
In an Internet auction, the expected payoff acts as a benchmark of the reasonableness of the price that is paid for the purchased
item. Since the number of potential bidders is not observable, the expected payoff is difficult to estimate accurately. We
approach this problem by considering the bids as a record and 2-record sequence of the potential bidder’s valuation and using
the Extreme Value Theory models to model the tail distribution of the bidder’s valuation and study the expected payoff. Along
the discussions for three different cases regarding the extreme value index γ, we show that the observed payoff does not act as an accurate estimation of the expected payoff in all the cases except a
subclass of the case γ = 0. Within this subclass and under a second order condition, the observed payoff consistently converges to the expected
payoff and the corresponding asymptotic normality holds.
相似文献
3.
Raffaele Cerulli Paola Festa Giancarlo Raiconi 《Computational Optimization and Applications》2003,26(2):191-208
In this paper, the problem of finding a shortest path tree rooted at a given source node on a directed graph (SPT) is considered. A new efficient algorithm based on a primal-dual approach is presented, which improves both the convergence and the complexity of the best known auction-like algorithm. It uses the virtual source (VS) concept based on the following consideration: when a node i is visited for the first time by any algorithm which preserves verified the dual admissibility conditions, then the shortest path (SP) from the source node to i is found. Therefore, the SP from the source to the remaining nodes may be computed by considering i as a virtual source.We propose a very efficient implementation of an auction-like algorithm that uses this concept and enables us to obtain a computational cost of O(n
2), where n is the number of nodes.Numerical experimentsare reported showing that the new method outdoes previously proposed auction-like algorithms and is highly competitive with other state-of-art SP approaches. 相似文献
4.
Koji Kuroda 《Physica A》2007,383(1):28-34
Invariance principle states that a scaled simple random walk converges to the standard Brownian motion.In this article, we present a discrete time stochastic process, which reflects a microstructure of market dynamics, and prove a convergence to a scaling limit process with a drift term and a jump term. These terms are derived from a macroscopic condition on volumes traded in some time intervals. The mathematical tools for obtaining our results are Dobrushin-Hryniv theory and the method of cluster expansion developed in mathematical studies of statistical mechanics. 相似文献
5.
Meritxell Vinyals Andrea Giovannucci Jesús Cerquides Pedro Meseguer Juan A. Rodriguez-Aguilar 《Journal of Algorithms in Cognition, Informatics and Logic》2008,63(1-3):130
Mixed Multi-Unit Combinatorial Auctions extend and generalize all the preceding types of combinatorial auctions. In this paper, we try to make headway on the practical application of MMUCAs by: (1) providing an algorithm to generate artificial data that is representative of the sort of scenarios a winner determination algorithm is likely to encounter; and (2) subsequently assessing the performance of an Integer Programming implementation of MMUCA in CPLEX. 相似文献
6.
We show that in a contest with a single prize, the expected effort made by the kth highest valuation participant bounds the sum of the expected efforts made by all of the participants with valuations less than the kth highest valuations. We also show that in the limit case of a contest with m prizes, the expected effort made by the kth highest valuation participant when the bidders are risk-neutral is greater than the expected effort in the risk-averse case. 相似文献
7.
海域使用权拍卖是对海域资源进行市场化配置的重要方式.基于海域资源的立体性和层次性特征,提出了多种用海功能约束下的海域使用权拍卖机制,设计了综合效用函数,对海域使用权进行经济价值与生态补偿的综合评价,促进海域资源的多层次利用与开发.仿真结果表明:相比较于单一功能的海域使用权拍卖,多属性拍卖能够改善海域使用权拍卖效率,同时拍卖结果也提高了政府对海域使用权拍卖的满意度和最终效用,为我国海域使用权拍卖方式的创新提供了理论基础. 相似文献
8.
随着互联网上交易的增多,多单位同质产品销售的拍卖机制成为了一个新的研究方向.针对易逝性服务产品的收入管理问题,提出将产品销售分为多个拍卖期的MMV(Multi-period and Multi-unit Vickrey(Auction with Reserve Pricing)动态拍卖机制,给出每期最优拍卖单位数和保留价格的确定方法,证明了最优拍卖单位数分别关于剩余存量和销售时间单增的性质,以及保留价格关于剩余存量的单降性.最后证明MMV机制的每期实际成交价格将高于Vulcano(2002)提出的MSP(Modified Second-Price)机制,根据易逝性服务产品的需求特点得到MMV机制优于MSP机制的结论. 相似文献
9.
10.
Tree-connected peer group situations and peer group games 总被引:2,自引:0,他引:2