We study a two-sided, one-to-one matching market with a finite number of agents, candidates and firms. There is incomplete information on both sides of the market and, a priori, candidates are uncertain about their own characteristics. We present a model and methods that allow to analyze the value of information in matching tournaments in which agents engage in wasteful signaling to compete for...

Most manufacturing systems are large and complex and operate in an uncertain environment. One approach to managing such systems is that of hierarchical decomposition. This paper reviews the research devoted to proving that a hierarchy based on the frequencies of occurrence of different types of events in the systems results in decisions that are asymptotically optimal as the rates of some event...

In this report the problem of sequential detection and estimation of change-points is considered. The sense of this problem is as follows: in practice after raising an alarm signal about a change it is often required to divide the whole obtained sequential sample into subsamples of observations before and after an unknown change-point. In this report asymptotically optimal methods are proposed ...

We consider optimal control of a multi-class queue in the Halfin–Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing results in the literature for such systems provide asymptotically optimal controls with optimality gaps of o( √ n) where n is the system size, for example, the number of servers. We construct a sequence of asymptotically ...

in this paper, a useful classification of all lie subalgebras of a given lie algebraup to an inner automorphism is presented. this method can be regarded as animportant connection between differential geometry and algebra and has many applications in different fields of mathematics. after main results, we have applied this procedure for classifying the lie subalgebras of some examples of lie al...

increasing of word demand load caused a new distributed generation (dg) to enter to powersystem. one of the most renewable energy is the photovoltaic system. it is beneficial to use thissystem in both separately as well as connected to power system using power electronics interface.in this paper an optimal pid controller for photovoltaic system systems has been developed. theoptimization techni...

We discuss the optimal design problem in regression models with long range dependence error structure. Asymptotic optimal designs are derived and it is demonstrated that these designs depend only indirectly on the correlation function. Several examples are investigated to illustrate the theory. Finally the optimal designs are compared with asymptotic optimal designs, which were derived by Bicke...

In the common trigonometric regression model we investigate the optimal design problem for the estimation of the individual coeecients, where the explanatory variable varies in the interval ?a; a]; 0 < a : It is demonstrated that the structure of the optimal design depends sensitively on the size of the design space. For many cases optimal designs can be found explicitly, where the complexity o...

This report summarizes some of our recent work (Guo and Tomecek (2008b,a)) on a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence not only provides a novel method for analyzing multi-dimensional singular control problems, but also builds links among singular controls, Dynkin games, and sequential optimal stopping problems.