Regular population monotonic allocation schemes

The paper introduces a refinement of the notion of population monotonic allocation scheme, called regular population monotonic allocation scheme (regularpmas). This refinement is based on economic situations in which players may have to select new partners from a set of potential players and in which there exist certain capacity constraints. A sufficient condition for the existence of a regularpmas is given. For the class of games with regularpmas, we prove that the core coincides with the Davis and Maschler and the Mas-Colell bargaining sets.     

Allocating electricity transmission costs through tracing: a game-theoretic rationale

Tracing is a method of assigning flows in an electricity network to particular generators and loads, assuming perfect mixing at each node. It can be used to assign costs to transmission users. We show that the resulting allocation is equal to the Shapley value of an equivalent co-operative game.     

Balanced contributions for TU games with awards and applications

Calleja et al. [Calleja, P., Borm, P., Hendrickx, R., 2005. Multi-issue allocation situations. European Journal of Operational Research 164, 730–747] introduced multi-issue allocation situations with awards. In this paper, we extend the classical model of cooperative games with transferable utility to the cooperative games with transferable utility and awards. We define a run-to-the-bank rule for cooperative games with transferable utility and awards and characterise it in terms of a property of balanced contributions. We apply our main result to bankruptcy problems and multi-issue allocation situations with awards.     

A perturbation-based heuristic for the capacitated multisource Weber problem

This paper proposes a perturbation-based heuristic for the capacitated multisource Weber problem. This procedure is based on an effective use of borderline customers. Several implementations are considered and the two most appropriate are then computationally enhanced by using a reduced neighbourhood when solving the transportation problem. Computational results are presented using data sets from the literature, originally used for the uncapacitated case, with encouraging results.     

Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

Colliding stacks: A large deviations analysis

We analyze the performance of a prototypical scheme for shared storage allocation: two initially empty stacks evolving in a contiguous block of memory of size m. We treat the case in which the stacks are more likely to shrink than grow, but with the probabilities of insertion and deletion allowed to depend arbitrarily on stack height as a fraction of m. New results are obtained on the m → ∞ asymptotics of the stack collision time, and of the final stack heights. The results of Wentzell and Freidlin on the large deviations of Markov chains are used, and the relation of their formalism to the Hamiltonian formulation of classical mechanics is emphasized. Certain results on higher-order asymptotics follow from WKB expansions.     

Cyclic networks with general blocking and starvation

We introducegeneral starvation and consider cyclic networks withgeneral blocking and starvation (GBS). The mechanism of general blocking allows the server to process a limited number of jobs when the buffer downstream is full, and that of general starvation allows the server to perform a limited number of services in anticipation of jobs that are yet to arrive. The two main goals of this paper are to investigate how the throughput of cyclic GBS networks is affected by varying (1) the total number of jobsJ, and (2) the buffer allocationk=(k₁..., k_m) subject to a fixed total buffer capacityK=k ₁ +... + k_m. In particular, we obtain sufficient conditions for the throughput to be symmetric inJ and to be maximized whenJ=K/2. We also show that the equal buffer allocation is optimal under the two regimes of light or heavy usage. In order to establish these results, we obtain several intermediate structural properties of the throughput, using duality, reversibility, and concavity, which are of independent interest.Research supported in part by NSF Grant No. ECS-8919818.     

提高电脑建筑效果图制作效率的措施

对提高电脑效果图制作效率的重要性及常用方法进行了探讨，分析了制图效率低的原因，对合理配置计算机系统、优化计算机系统资源、熟练掌握软件使用技巧等进行了具体论述。     

Analysis of a Duopoly Supply Chain and its Application in Electricity Spot Markets

This paper studies a supply chain consisting of two suppliers and one retailer in a spot market, where the retailer uses the newsvendor solution as its purchase policy, and suppliers compete for the retailer’s purchase. Since each supplier’s bidding strategy affects the other’s profit, a game theory approach is used to identify optimal bidding strategies. We prove the existence and uniqueness of a Nash solution. It is also shown that the competition between the supplier leads to a lower market clearing price, and as a result, the retailer benefits from it. Finally, we demonstrate the applicability of the obtained results by deriving optimal bidding strategies for power generator plants in the deregulated California energy market. Supported in part by RGC (Hong Kong) Competitive Earmarked Research Grants (CUHK4167/04E and CUHK4239/03E), a Distinguished Young Investigator Grant from the National Natural Sciences Foundation of China, and a grant from Hundred Talents Program of the Chinese Academy of Sciences.     

Vessel Arrival Process and Queueing in Marine Ports Handling Bulk Materials

We study the vessel arrival process in bulk ports handling either cargo containers or minerals. Then we introduce the SHIP/G/1 queue to be able to study the queueing behavior at the port. We present approximations for the asymptotic probabilities of delay and the number of vessels at the port. Numerical examples show the accuracy of the approximations. In appendices, we provide details of the analysis of the number of vessels at the port and the correlation properties of the vessel arrival process.