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Modeling, Computation and Optimization.
Title:
Modeling, Computation and Optimization.
Author:
Das, A. K.
ISBN:
9789814273510
Personal Author:
Physical Description:
1 online resource (348 pages)
Series:
Statistical Science and Interdisciplinary Research, 6
Contents:
Contents -- Foreword -- Preface -- Acknowledgments -- 1. Modeling a Jamming Game for Wireless Networks Andrey Garnaev -- Abstract -- Key Words -- 1.1 Introduction -- 1.2 The Main Results -- 1.3 Conclusion -- Bibliography -- 2. Existence of Nash Networks in the One-way Flow Model of Network Formation J. Derks, J. Kuipers, M. Tennekes and F. Thuijsman -- Abstract -- Key Words -- 2.1 Introduction -- 2.2 Model and Notations -- 2.3 Owner-homogeneous Costs -- 2.4 Heterogeneous Costs -- 2.5 Strict Nash Networks -- Bibliography -- 3. Strategic Advertisement with Externalities: A New Dynamic Approach Reinoud Joosten -- Abstract -- Key Words -- 3.1 Introduction -- 3.2 The Rules of the Game -- 3.2.1 Immediate Effects, Stage Games -- 3.2.2 Long Term Effects, Market Potentials -- 3.2.3 Combining Immediate and Long Term Effects -- 3.3 What Can They Do, What Can They Get? -- 3.4 What is 'Rational' to Do? -- 3.5 Pareto Efficiency -- 3.6 Conclusion -- 3.7 Appendix -- Bibliography -- 4. Connections between Some Concepts in Reliability and Economics Subhash Kochar and Maochao Xu -- Abstract -- Key Words -- 4.1 Introduction -- 4.2 Transforms from Economics and Reliability -- 4.3 Partial Orders in Economics and Reliability -- 4.4 Relative Aging Orders -- Acknowledgements -- Bibliography -- 5. A New Axiomatization of the Shapley Value for TUgames in terms of Semi-null Players Applied to 1-concave Games Theo S.H. Driessen -- Abstract -- Key Words -- 5.1 Introductory Notions -- 5.2 The Classical Axiomatization of the Shapley Value Using Null Player Property -- 5.3 A New Axiomatization of the Shapley Value Using Semi-null Player Property and 1-concave Games -- 5.4 Appendix: the Proof of Theorem 5.1 -- Bibliography -- 6. Coextrema Additive Operators Atsushi Kajii, Hiroyuki Kojima and Takashi Ui -- Abstract -- KeyWords -- 6.1 Introduction.

6.2 The Model and Preliminary Results -- 6.3 Coextrema Additive Operators -- 6.4 Main Characterization Result -- 6.5 The Proof -- Acknowledgements -- Bibliography -- 7. Models without Main Players T. S. Arthanari -- Abstract -- Key Words -- 7.1 Introduction -- 7.2 The Key Drivers of Economic Growth -- 7.3 Elimination of Main Player in Language and in Action -- 7.4 Revelation- Models without Main Players -- 7.4.1 Need for the Paradigm Shift -- 7.5 On the Ubiquitous Applications of Game Theory -- 7.6 Game Engineering -- 7.7 Beating the System According to Ackoff and Rovin -- 7.7.1 Beating The System - Examples -- 7.8 Nature of Creativity -- 7.9 Conclusions -- Acknowledgements -- Bibliography -- 8. Dynamic Optimal Advertising Expenditure Strategies for Two Successive Generations of High Technology Products Udayan Chanda and A. K. Bardhan -- Abstract -- Key Words -- 8.1 Introduction -- 8.2 Literature Review -- 8.3 Model Formulation -- 8.3.1 A Subclass of the General Formulation -- 8.4 Special Functional Form -- 8.4.1 Optimal Advertisement Expenditure Strategies -- 8.5 Conclusions -- Acknowledgements -- Appendix -- Bibliography -- 9. Nonconvex Vector Minimization with Set Inclusion Constraint Anjana Gupta, Aparna Mehra and Davinder Bhatia -- Abstract -- Key Words -- 9.1 Introduction -- 9.2 Nonlinear Scalarization -- 9.3 Sufficient Optimality Criteria -- 9.4 Necessary Optimality Criteria -- 9.5 Duality -- 9.6 Concluding Remarks -- Acknowledgements -- Bibliography -- 10. Approximate Optimality in Semi Infinite Programming Deepali Gupta and Aparna Mehra -- Abstract -- Key Words -- 10.1 Introduction -- 10.2 Approximate Solution -- 10.3 Approximate Optimality Conditions -- 10.4 Bounded KKT Multipliers -- 10.5 Concluding Remarks -- Acknowledgements -- Bibliography.

11. A Relaxation Based Solution Approach for the Inventory Control and Vehicle Routing Problem in Vendor Managed Systems Oguz Solyali and Haldun Sural -- Abstract -- Key Words -- 11.1 Introduction -- 11.2 Problem Definition and Formulation -- 11.3 Lagrangian Relaxation Based Solution Approach -- 11.3.1 Lower Bounding Procedure -- Supplier's Order Problem (ORDER) -- Supplier's Inventory Problem (SINV ) -- Distribution Problem (DIST) -- Retailers' Replenishment Problem (RET) -- 11.3.2 Upper Bounding Procedure -- 11.3.3 Solution of the Lagrangian Dual Problem -- 11.4 Computational Experiments -- 11.4.1 Small Instances -- 11.4.2 Large Instances -- 11.5 Conclusions -- Bibliography -- 12. The Distribution of Deficit at Ruin on a Renewal Risk Model K. K. Thampi and M. J. Jacob -- Abstract -- Key Words -- 12.1 Introduction -- 12.2 Ruin Probability (u) -- 12.3 Severity of Ruin -- 12.4 Different Claim Amount Distributions -- 12.4.1 Exponential Distribution -- 12.4.2 Gamma Distribution -- 12.4.3 Mixed Exponential Distribution -- 12.4.4 Generalized Exponential Distribution -- Acknowledgements -- Bibliography -- 13. Fair Allocations to Discourage Free Riding Behavior Kim Hang Pham Do and Henk Folmer -- Abstract -- Key Words -- 13.1 Introduction -- 13.2 Notation and Preliminaries -- 13.3 Feasible Allocations -- 13.4 Applications -- 13.4.1 The Baltic Sea cod fishery -- 13.4.2 The Norwegian spring-spawning herring fishery -- 13.5 Concluding Remarks -- Bibliography -- 14. A Stackelberg Di erential Game with Overlapping Generations for the Management of a Renewable Resource Luca Grilli -- Abstract -- Key Words -- 14.1 Introduction -- 14.2 Differential Game and Overlapping Generations -- 14.3 The Leader-Follower Approach -- 14.3.1 The Model -- 14.3.2 Remarks -- 14.4 Conclusions -- Bibliography.

15. Benders' Partitioning Approach for Solving the Optimal Communication Spanning Tree Problem Yogesh K. Agarwal and Prabha Sharma -- Abstract -- Key Words -- 15.1 Introduction and Problem Definition -- 15.2 Literature Review -- 15.3 A Brief Overview of the Benders' Partitioning Approach -- 15.4 Applying Benders' Partitioning to OCSTP -- 15.4.1 Computation of the Dual Solution -- 15.4.2 Computation of the Benders' Cut -- 15.4.3 The Benders' Master Problem and the Solution Approach -- 15.5 Neighborhood Search Heuristic for OCSTP -- 15.5.1 Implementation Issues -- 15.6 Neighborhood Search Using Benders' Partitioning Approach -- 15.6.1 Computational Issues Pertaining to Implementation of HB -- 15.6.2 Computational Enhancements in Implementation of HB -- 15.7 Computational Experiments and Results -- 15.7.1 A Methodology for Performance Comparison of Local Search Heuristics with Random Restart -- 15.8 Computational Results -- 15.9 Concluding Remarks -- Bibliography -- 16. Sperner's Lemma with Multiple Labels R. B. Bapat -- Abstract -- Key Words -- 16.1 Introduction -- 16.2 Sperner's Lemma with Arbitrary Labels -- 16.3 Multiple Labels -- Bibliography -- 17. Incremental Twin Support Vector Machines Reshma Khemchandani, Jayadeva and Suresh Chandra -- Abstract -- Key Words -- 17.1 Introduction -- 17.2 Twin Support Vector Machines -- 17.3 Training Incremental Twin Support Vector Machines -- 17.4 Experimental Results -- 17.5 Concluding Remarks -- Acknowledgements -- Bibliography -- 18. Portfolio Risk Management Using Support Vector Machine Sanjeet Singh -- Abstract -- Key Words -- 18.1 Introduction -- 18.2 Portfolio Risk Management -- 18.3 Support Vector Machine -- 18.3.1 Linearly or Non-linearly Separable SVM -- 18.3.2 The Linear Separable Case -- 18.3.3 The Linear Non-separable Case -- 18.3.4 Multi-class SVMs -- 18.4 Experimental Results -- 18.5 Conclusion.

Acknowledgements -- Bibliography -- 19. Weak Convergence of an Iterative Scheme with aWeaker Coe cient Condition Yasunori Kimura -- Abstract -- KeyWords -- 19.1 Introduction -- 19.2 Preliminaries -- 19.3 Weak Convergence of an Iterative Scheme under the Opial Property -- 19.4 Weak Convergence of an Iterative Scheme under the Frechet Differentiability of the Norm -- 19.5 Iterative Scheme for a Single m-accretive Operator -- Acknowledgements -- Bibliography -- 20. Complementarity Modeling and Game Theory: A Survey S. K. Neogy and A. K. Das -- Abstract -- Key Words -- 20.1 Introduction -- 20.2 Various Complementarity Problems and its Algorithms -- 20.2.1 Linear Complementarity Problem -- 20.2.2 Vertical Linear Complementarity Problem -- 20.2.3 Extended Linear Complementarity Problem -- 20.2.4 Lemke's Algorithm -- 20.2.5 Cottle-Dantzig Algorithm for Vertical Linear Complementarity Problem -- 20.3 Complementarity Models for Bimatrix Games, Polymatrix Games and its Generalizations -- 20.3.1 Bimatrix Games -- 20.3.2 Generalized Bimatrix Game -- 20.3.3 Polymatrix Games -- 20.3.4 Generalized Polymatrix Game -- 20.3.5 Complementarity Model Associated with a Generalized Polymatrix Game -- 20.4 Complementarity Models in Stochastic Games -- 20.4.1 Discounted Switching Controller Stochastic Games -- 20.4.2 Undiscounted Switching Controller Game -- 20.4.3 Discounted Zero-sum Stochastic Game with Additive Reward and Additive Transition -- 20.4.4 Undiscounted Zero-Sum Stochastic Game with Additive Reward and Additive Transition -- 20.4.5 Mixture Class of Stochastic Game -- 20.5 Concluding Remarks and Areas of Further Research -- Bibliography.
Abstract:
This volume provides recent developments and a state-of-the-art review in various areas of mathematical modeling, computation and optimization. It contains theory, computation as well as the applications of several mathematical models to problems in statistics, games, optimization and economics for decision making. It focuses on exciting areas like models for wireless networks, models of Nash networks, dynamic models of advertising, application of reliability models in economics, support vector machines, optimization, complementarity modeling and games.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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