We consider the bin packing problem in a fully-dynamic setting, where new items can arrive and old items may depart. The objective here is to obtain algorithms achieving low asymptotic competitive ratio while changing the packing sparingly between updates. We associate with each item i a movement cost ci ≥ 0. We wish to achieve good approximation guarantees while incurring a movement cost of β ...

This paper addresses the problem of maximizing the expected size of a matching in the case of unreliable vertices and/or edges. The assumption is that upon failure, remaining vertices that have not been matched may be subject to a new assignment. This process may be repeated a given number of times, and the objective is to end with the overall maximum number of matched vertices. The origin of t...

The simple integer recourse (SIR) function of a decision variable is the expectation of the integer roundup of the shortage/surplus between a random variable with a known distribution and the decision variable. It is the integer analogue of the simple (continuous) recourse function in two stage stochastic linear programming. Structural properties and approximations of SIR functions have been ex...

We propose an algorithm for multistage stochastic linear programs with recourse where random quantities in different stages are independent. The algorithm approximates successively expected recourse functions by building up valid cutting planes to support these functions from below. In each iteration, for the expected recourse function in each stage, one cutting plane is generated using the dua...

In this note, we present the necessary mathematical framework for stochastic MPEC models, including some new results on the existence of solutions and on convexity and diierentiability of the implicit upper-level objective function. In so doing, we clarify the links between these models and two-stage stochastic programs with recourse.

We consider nonlinear multistage stochastic optimization problems in the spaces of integrable functions. allow for dynamics and general objective functionals, including dynamic risk measures. study causal operators describing system derive Clarke subdifferential a penalty function involving such operators. Then we introduce concept subregular recourse establish subregularity resulting systems t...

The fundamental quantities of potential scattering theory are generalized to accommodate longrange interactions. New definitions for the scattering amplitude and wave operators valid for arbitrary interactions including potentials with a Coulomb tail are presented. It is shown that for the Coulomb potential the generalized amplitude gives the physical on-shell amplitude without recourse to a re...

We propose a two-stage stochastic variational inequality model to deal with random variables in variational inequalities, and formulate this model as a two-stage stochastic programming with recourse by using an expected residual minimization (ERM) solution procedure. The solvability, differentiability and convexity of the two-stage stochastic programming and the convergence of its sample averag...