The Institute of Management Sciences-Operations Research Society of America

MATHEMATICS OF OPERATIONS RESEARCH Vol. 16, No. 4, November 1991 Prmted in U.S.A. PROBABILISTIC MODELS FOR LINEAR PROGRAMMING* MICHAEL J. TODD'^ We propose and investigate new probabilistic models for linear programming. In contrast to previous models, ours guarantee the existence of optimal...

MATHEMATICS OF OPERATIONS RESEARCH Vol. 15, No. August 1990 n-iiMd in U.S.A. ON-LINE OPTIMIZATION OF SIMULATED MARKOVIAN PROCESSES* G. CH. PFLUG Unirersity of Vienna Let {Z„) be a Markovian process, the transition of which depends on a control parameter X. Let fi^ be its invariant law. It is...

MATHEMATICS OF OPERATIONS RESEARCH Vol. 14. No. 2. May 1989 PrhiteJ in U.S.^. A CONCENTRATION INEQUALITY FOR THE i(:-MEDIAN PROBLEM* wansoo t. rheet AND michel talagrand* We use the theory of empirical processes to analyze a stochastic version of the AT-median problem. 1. Introduction. Let be...

MATHEMATtCS OF OPERATIONS RESEARCH Vol. 14. No. 4, November 1989 Primed ia U.S.A. STABLE EQUILIBRIA—A REFORMULATION Part I. Definition and Basic Properties*^ jean-françois mertens Vniversite Catholique de Louvai» A reformulation of stable equilibria is given, yielding a number of...

mathematics of operations research Vol. 14, No. 3. August 1989 PriiiKd in U.S.A. A SIMPLICIAL ALGORITHM FOR STATIONARY POINT PROBLEMS ON POLYTOPES*^ A. J. J. TALMAN* and Y. YAMAMOTO® A simplicial variable dimension restart algorithm for the stationary point problem or variational inequality...

MATHEMATICS OF OPERATIONS RESEARCH Vol. 15. No. I. February 1990 Primed hi U.S.A. SIMULATION OUTPUT ANALYSIS USING STANDARDIZED TIME SERIES*^^ PETER W. GLYNN and DONALD L. IGLEHART Stanford University The method of standardized time series (STS) was proposed by Schruben as an approach for...

MATHLMATICS OF OPERATIONS RESEARCH Vol. 15, No. 4. November I'WO Primed in U.S.A. ON THE COOKIE-CUTTER GAME: SEARCH AND EVASION ON A DISC* JOHN M. DANSKIN In the cookie-cutter game, there is a trapping circle, of radius 1, in which an evader hides. A searcher has a "cookie-cutter", a disk of...