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1.
2.
Dean A. Carlson 《Journal of Mathematical Analysis and Applications》2002,276(2):561-588
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. 相似文献
3.
Mikhail Andramonov 《Journal of Global Optimization》2002,24(2):115-132
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. 相似文献
4.
Y. Wardi 《Journal of Optimization Theory and Applications》1989,61(3):473-485
A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex
i
, one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx
1,x
2,...generated by the algorithm is bounded, then all of its accumulation points are stationary. 相似文献
5.
José E. Valdés 《Operations Research Letters》2006,34(1):49-52
Components C1 and C2 form a series system. Suppose we can allocate the spare R1 in parallel with C1 and the spare R2 in parallel with C2, or otherwise, allocate R1 with C2 and R2 with C1. In this paper, we compare these two options using hazard rate ordering. 相似文献
6.
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. 相似文献
7.
Constraint Programming and Operations Research: Comments from an Operations Researcher 总被引:4,自引:0,他引:4
Michel Gendreau 《Journal of Heuristics》2002,8(1):19-24
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. 相似文献
8.
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. 相似文献
9.
Optimization technologies and environmental applications 总被引:1,自引:0,他引:1
10.
Toward Fuzzy Optimization without Mathematical Ambiguity 总被引:15,自引:0,他引:15
Baoding Liu 《Fuzzy Optimization and Decision Making》2002,1(1):43-63
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. 相似文献