Abstract: We propose a new way to derive tractable robust counterparts of a linear conic optimization problem by using the theory of Beck and Ben-Tal [2] on the duality between the robust (“pessimistic”) primal problem and its “optimistic” dual. First, we obtain a new convex reformulation of the dua
A frequent observation in service systems with queues in parallel is that customers in other queues tend to be served faster than those in one’s own queue. This paper quantifies the probability that one’s service would have started earlier if one had joined another queue than the queue that was actu
In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains. We investigate the effects of uncertainties in the transition probabilities on the limiting distributions, on
Omhoog
Ga terug naar de inhoud
Ga terug naar de site navigatie