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Content
February 2010, Volume 71, Issue 1
- 47-84 Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
by Rolando Cavazos-Cadena - 85-101 The cutting power of preparation
by Olivier Tercieux & Mark Voorneveld - 103-124 An infeasible nonmonotone SSLE algorithm for nonlinear programming
by Chungen Shen & Wenjuan Xue & Dingguo Pu - 125-163 An extended covering model for flexible discrete and equity location problems
by Alfredo Marín & Stefan Nickel & Sebastian Velten - 165-180 Global optimization of a rank-two nonconvex program
by Riccardo Cambini & Claudio Sodini - 181-199 Optimal investment with deferred capital gains taxes
by Frank Seifried
December 2009, Volume 70, Issue 3
- 405-433 Robust static hedging of barrier options in stochastic volatility models
by J. Maruhn & E. Sachs - 435-450 Can properly discounted projects follow geometric Brownian motion?
by Juho Kanniainen - 451-463 Opportune moment strategies for a cost spanning tree game
by F. Fernández & M. Hinojosa & A. Mármol & J. Puerto - 465-475 A pairwise-monotonic core selection for permutation games
by Silvia Miquel - 477-504 A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
by Sumit Kunnumkal & Huseyin Topaloglu - 505-525 Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
by Erhan Bayraktar & Hao Xing - 527-540 Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
by Tomás Prieto-Rumeau & Onésimo Hernández-Lerma - 541-566 Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
by Rolando Cavazos-Cadena - 567-596 Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
by Ulrich Rieder & Jens Winter
October 2009, Volume 70, Issue 2
- 195-218 Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
by Yun Wang & Liwei Zhang - 219-239 Dynamic mean-risk optimization in a binomial model
by Nicole Bäuerle & André Mundt - 241-267 A continuous-time search model with job switch and jumps
by Masahiko Egami & Mingxin Xu - 269-283 Extension of the Weiszfeld procedure to a single facility minisum location model with mixed ℓ p norms
by Jack Brimberg & Robert Love & Nenad Mladenović - 285-312 Random walk, birth-and-death process and their fluid approximations: absorbing case
by A. Piunovskiy - 313-335 Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
by Sergei Chubanov & Erwin Pesch - 337-356 A general approach to Bayesian portfolio optimization
by Alexander Bade & Gabriel Frahm & Uwe Jaekel - 357-384 A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
by R. Bekker & M. Mandjes - 385-404 A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
by Xiao-Hong Liu & Zheng-Hai Huang
August 2009, Volume 70, Issue 1
- 1-12 On the characterization of strong convergence of an iterative algorithm for a class of multi-valued variational inclusions
by L. Ceng & S. Schaible & J. Yao - 13-33 Average cost Markov control processes: stability with respect to the Kantorovich metric
by Evgueni Gordienko & Enrique Lemus-Rodríguez & Raúl Montes-de-Oca - 35-46 Criteria for efficiency in vector optimization
by Francisco Vázquez & Hubertus Jongen & Vladimir Shikhman & Maxim Todorov - 47-75 Valuation of power plants by utility indifference and numerical computation
by Arnaud Porchet & Nizar Touzi & Xavier Warin - 77-98 Transient solution of a non-empty chemical queueing system
by Ahmed Tarabia & Hideaki Takagi & A.H. El-Baz - 99-127 Strong bounds on perturbations
by Bernd Heidergott & Arie Hordijk & Haralambie Leahu - 129-148 Efficient frontier of utility and CVaR
by Harry Zheng - 149-169 A feedback fluid queue with two congestion control thresholds
by R. Malhotra & M. Mandjes & W. Scheinhardt & J. Berg - 171-182 Well-posedness for vector equilibrium problems
by M. Bianchi & G. Kassay & R. Pini - 183-193 Maximum-cover source location problems with objective edge-connectivity three
by Kenya Sugihara & Hiro Ito
July 2009, Volume 69, Issue 3
- 375-377 Introduction to special issue: studies in mathematical and empirical finance
by Svetlozar Rachev & Frank Fabozzi - 379-394 Black swans and white eagles: on mathematics and finance
by Sergio Focardi & Frank Fabozzi - 395-410 Estimating allocations for Value-at-Risk portfolio optimization
by Arthur Charpentier & Abder Oulidi - 411-438 Smoothly truncated stable distributions, GARCH-models, and option pricing
by Christian Menn & Svetlozar Rachev - 439-455 A latent process model for the pricing of corporate securities
by Masaaki Kijima & Teruyoshi Suzuki & Keiichi Tanaka - 457-473 Heavy-tails and regime-switching in electricity prices
by Rafał Weron - 475-495 On convex risk measures on L p -spaces
by M. Kaina & L. Rüschendorf - 497-508 Panjer recursion versus FFT for compound distributions
by Paul Embrechts & Marco Frei - 509-551 Testing diffusion processes for non-stationarity
by Jeff Hamrick & Murad Taqqu - 553-577 A note on statistical models for individual hedge fund returns
by Ryozo Miura & Yoshimitsu Aoki & Daisuke Yokouchi - 579-592 Stochastic models for bidding strategies on oligopoly electricity market
by Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wyłomańska - 593-603 Scaling issues for risky asset modelling
by Chris Heyde
May 2009, Volume 69, Issue 2
- 203-204 Preface on CTW 2006
by Ulrich Faigle & Rainer Schrader & Rüdiger Schultz - 205-233 Edge-swapping algorithms for the minimum fundamental cycle basis problem
by Edoardo Amaldi & Leo Liberti & Francesco Maffioli & Nelson Maculan - 235-250 Game-perfect graphs
by Stephan Andres - 251-270 Partial characterizations of coordinated graphs: line graphs and complements of forests
by Flavia Bonomo & Guillermo Durán & Francisco Soulignac & Gabriel Sueiro - 271-280 A dynamic programming algorithm for the single-machine scheduling problem with release dates and deteriorating processing times
by Alberto Bosio & Giovanni Righini - 281-296 A minimization version of a directed subgraph homeomorphism problem
by Janina Brenner & Sándor Fekete & Jan Veen - 297-306 On hamiltonicity of P 3 -dominated graphs
by H. Broersma & E. Vumar - 307-321 L(h, 1, 1)-labeling of outerplanar graphs
by Tiziana Calamoneri & Emanuele Fusco & Richard Tan & Paola Vocca - 323-341 A two-stage model for a day-ahead paratransit planning problem
by Maria Cremers & Willem Klein Haneveld & Maarten Vlerk - 343-352 Hamiltonian cycles and 2-dominating induced cycles in claw-free graphs
by Jinfeng Feng - 353-367 Risk neutral and risk averse power optimization in electricity networks with dispersed generation
by Sebastian Kuhn & Rüdiger Schultz - 369-374 A remark on degree sequences of multigraphs
by Dirk Meierling & Lutz Volkmann
March 2009, Volume 69, Issue 1
- 1-26 Replication and shortfall risk in a binomial model with transaction costs
by Barbara Trivellato - 27-58 Optimal payout policy in presence of downside risk
by Luis Alvarez & Teppo Rakkolainen - 59-79 Pure equilibria in a simple dynamic model of strategic market game
by Piotr Więcek - 81-97 GI/G/1/∞ batch arrival queueing system with a single exponential vacation
by Wojciech Kempa - 99-109 Cooperation under interval uncertainty
by S. Alparslan-Gök & Silvia Miquel & Stef Tijs - 111-124 Properties of saddle points for generalized augmented Lagrangian
by Qian Liu & Wan Tang & Xin Yang - 125-140 Levitin–Polyak well-posedness of vector equilibrium problems
by S. Li & M. Li - 141-158 A hybrid extragradient method for general variational inequalities
by L. Zeng & J. Yao - 159-179 Set-valued duality theory for multiple objective linear programs and application to mathematical finance
by Frank Heyde & Andreas Löhne & Christiane Tammer - 181-202 Cost allocation protocols for supply contract design in network situations
by Stefano Moretti & Stef Tijs & Rodica Branzei & Henk Norde
December 2008, Volume 68, Issue 3
- 383-405 An interior-point method for the single-facility location problem with mixed norms using a conic formulation
by Robert Chares & François Glineur - 407-428 A new approach for data editing and imputation
by Sergio Delgado-Quintero & Juan-José Salazar-González - 429-443 A hybrid method for multidimensional scaling using city-block distances
by Antanas Žilinskas & Julius Žilinskas - 445-467 On boundedness of (quasi-)convex integer optimization problems
by Wiesława Obuchowska - 469-492 Approximating the nondominated set of an MOLP by approximately solving its dual problem
by Lizhen Shao & Matthias Ehrgott - 493-508 Hahn–Banach extension theorems for multifunctions revisited
by C. Zălinescu - 509-537 Logarithmic asymptotics for a single-server processing distinguishable sources
by Ken Duffy & David Malone - 539-549 Optimal discrete search with imperfect specificity
by Moshe Kress & Kyle Lin & Roberto Szechtman - 551-564 On the regularity of second order cone programs and an application to solving large scale problems
by Katrin Schmallowsky
October 2008, Volume 68, Issue 2
- 207-210 Special issue dedicated to the EURO Summer Institute ESI XXIV: Optimization challenges in engineering—methods, software, and applications
by Mirjam Dür & Petra Huhn & Kathrin Klamroth & Christiane Tammer - 211-233 Adjustable robust counterpart of conic quadratic problems
by Odellia Boni & Aharon Ben-Tal - 235-256 Globalizing a nonsmooth Newton method via nonmonotone path search
by Stephan Bütikofer - 257-276 Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning
by Lizhen Shao & Matthias Ehrgott - 277-293 Scheduling at coal handling facilities using Simulated Annealing
by David Conradie & Leilani Morison & Johan Joubert - 295-311 Minimum power multicasting problem in wireless networks
by Valeria Leggieri & Paolo Nobili & Chefi Triki - 313-331 Integer linear programming models for topology optimization in sheet metal design
by Armin Fügenschuh & Marzena Fügenschuh - 333-359 Approximation algorithms for a vehicle routing problem
by Sven Krumke & Sleman Saliba & Tjark Vredeveld & Stephan Westphal - 361-382 EVE-OPT: a hybrid algorithm for the capacitated vehicle routing problem
by Guido Perboli & Ferdinando Pezzella & Roberto Tadei
August 2008, Volume 68, Issue 1
- 1-20 The path player game
by Justo Puerto & Anita Schöbel & Silvia Schwarze - 21-47 Long-term staffing based on qualification profiles
by Andreas Drexl & Martin Mundschenk - 49-76 Moments of first passage times in general birth–death processes
by Oualid Jouini & Yves Dallery - 77-96 Discounted cost optimality problem: stability with respect to weak metrics
by Evgueni Gordienko & Enrique Lemus-Rodríguez & Raúl Montes-de-Oca - 97-123 Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
by Christian-Oliver Ewald & Zhaojun Yang - 125-158 Optimal time to change premiums
by Erhan Bayraktar & H. Poor - 159-179 An optimal investment strategy with maximal risk aversion and its ruin probability
by Begoña Fernández & Daniel Hernández-Hernández & Ana Meda & Patricia Saavedra - 181-205 Dynamic mean-variance problem with constrained risk control for the insurers
by Lihua Bai & Huayue Zhang
June 2008, Volume 67, Issue 3
- 373-374 Special issue NPA 2006
by G. Chen & X. Huang & X. Yang - 375-390 Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities
by Lu-Chuan Ceng & Chang-yu Wang & Jen-Chih Yao - 391-421 Risk pooling strategy in a multi-echelon supply chain with price-sensitive demand
by Yue Dai & Shu-Cherng Fang & Xiaoli Ling & Henry Nuttle - 423-441 Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
by Gui-Hua Lin & Huifu Xu & Masao Fukushima - 443-454 An active set limited memory BFGS algorithm for large-scale bound constrained optimization
by Yunhai Xiao & Dong-Hui Li - 455-469 On the convergence of generalized Schwarz algorithms for solving obstacle problems with elliptic operators
by Gaojie Chen & Jinping Zeng - 471-478 Vector Ekeland’s variational principle in an F-type topological space
by Guang-Ya Chen & X. Yang & Hui Yu - 479-491 Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem
by David Gao & Ning Ruan - 493-504 Optimality and duality for a nonsmooth multiobjective optimization involving generalized type I functions
by S. Mishra & S. Wang & K. Lai - 505-524 Levitin–Polyak well-posedness in generalized vector variational inequality problem with functional constraints
by Zui Xu & D. Zhu & X. Huang
April 2008, Volume 67, Issue 2
- 187-206 An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization
by Adil Bagirov & Asef Ganjehlou - 207-222 Supremizers of inner γ-convex functions
by Hoang Phu - 223-243 A sequential method for a class of box constrained quadratic programming problems
by Riccardo Cambini & Claudio Sodini - 245-256 Some insight into characterizations of minimally nonideal matrices
by Gabriela Argiroffo & Silvia Bianchi & Graciela Nasini - 257-268 On infinite horizon optimal stopping of general random walk
by Jukka Lempa - 269-284 Analytic study of multiserver buffers with two-state Markovian arrivals and constant service times of multiple slots
by Peixia Gao & Sabine Wittevrongel & Joris Walraevens & Herwig Bruneel - 285-297 Admission control of a service station when the arrivals are internal
by Yarlin Kuo - 299-321 An envelope theorem and some applications to discounted Markov decision processes
by Hugo Cruz-Suárez & Raúl Montes-de-Oca - 323-340 Constrained continuous-time Markov decision processes with average criteria
by Lanlan Zhang & Xianping Guo - 341-371 Packet reordering in networks with heavy-tailed delays
by Marc Lelarge
February 2008, Volume 67, Issue 1
- 1-20 Robust optimal control for a consumption-investment problem
by Alexander Schied - 21-42 Optimizing venture capital investments in a jump diffusion model
by Erhan Bayraktar & Masahiko Egami - 43-63 A behavioral stock market model
by László Gerencsér & Zalán Mátyás - 65-90 On a class of optimization problems emerging when hedging with short term futures contracts
by Gunther Leobacher - 91-115 Selective Gram–Schmidt orthonormalization for conic cutting surface algorithms
by John Mitchell & Vasile Basescu - 117-132 A mathematical approach to solve the network reconstruction problem
by Wolfgang Marwan & Annegret Wagler & Robert Weismantel - 133-159 Vector and matrix apportionment problems and separable convex integer optimization
by N. Gaffke & F. Pukelsheim - 161-186 Dependence properties and comparison results for Lévy processes
by Nicole Bäuerle & Anja Blatter & Alfred Müller
December 2007, Volume 66, Issue 3
- 373-407 Biconvex sets and optimization with biconvex functions: a survey and extensions
by Jochen Gorski & Frank Pfeuffer & Kathrin Klamroth - 409-418 Scalarization for pointwise well-posed vectorial problems
by M. Durea - 419-449 Weber problems with mixed distances and regional demand
by Martin Gugat & Barbara Pfeiffer - 451-473 Numerical solution of a long-term average control problem for singular stochastic processes
by P. Kaczmarek & S. Kent & G. Rus & R. Stockbridge & B. Wade - 475-490 Stochastic modelling of tropical cyclone tracks
by Jonas Rumpf & Helga Weindl & Peter Höppe & Ernst Rauch & Volker Schmidt - 491-512 A new approach to the core and Weber set of multichoice games
by Michel Grabisch & Lijue Xie - 513-530 On stochastic games in economics
by Andrzej Nowak - 531-544 Randomized stopping games and Markov market games
by Elżbieta Ferenstein - 545-555 A structured pattern matrix algorithm for multichain Markov decision processes
by Tetsuichiro Iki & Masayuki Horiguchi & Masami Kurano - 557-558 J. Dreo, A. Petrowski, P. Siarry, E. Taillard: Metaheuristics for Hard Optimization
by Stefan Voß - 559-562 Referee report on the book titled “Production planning by mixed integer programming”
by Sven Krumke & Elena Gavriliouk
October 2007, Volume 66, Issue 2
- 183-201 An inexact logarithmic-quadratic proximal augmented Lagrangian method for a class of constrained variational inequalities
by M. Li & H. Shao & B. He - 203-224 The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function
by Hsien-Chung Wu - 225-233 On the optimum capacity of capacity expansion problems
by Chao Yang & Chunyan Hao & Jianzhong Zhang - 235-253 Double optimal stopping times and dynamic pricing problem: description of the mathematical model
by Anna Karpowicz & Krzysztof Szajowski - 255-261 Owen coalitional value without additivity axiom
by Anna Khmelnitskaya & Elena Yanovskaya - 263-274 Structural results on a batch acceptance problem for capacitated queues
by Eren Çil & E. Örmeci & Fikri Karaesmen - 275-298 Tandem Brownian queues
by P. Lieshout & M. Mandjes - 299-313 Average optimality inequality for continuous-time Markov decision processes in Polish spaces
by Quanxin Zhu - 315-325 Fictitious play in stochastic games
by G. Schoenmakers & J. Flesch & F. Thuijsman - 327-338 The relative entropy in CGMY processes and its applications to finance
by Young Kim & Jeong Lee - 339-367 Mean-variance portfolio selection for a non-life insurance company
by Łukasz Delong & Russell Gerrard - 369-371 S. Nickel and J. Puerto: Location theory: a unified approach
by V. Verter & A. Murat
August 2007, Volume 66, Issue 1
- 1-20 Asymptotic pricing in large financial markets
by Michał Baran - 21-32 Modelling start-up costs of multiple technologies in electricity markets
by Ludwig Kuntz & Felix Müsgens - 33-46 A projection method for a system of nonlinear monotone equations with convex constraints
by Chuanwei Wang & Yiju Wang & Chuanliang Xu - 47-68 On the relations between different duals assigned to composed optimization problems
by Gert Wanka & Radu Boţ & Emese Vargyas - 69-98 New cutting-planes for the time- and/or precedence-constrained ATSP and directed VRP
by Vicky Mak & Andreas Ernst - 99-115 A simulated annealing algorithm for transient optimization in gas networks
by Debora Mahlke & Alexander Martin & Susanne Moritz - 117-125 Speeding up the Dreyfus–Wagner algorithm for minimum Steiner trees
by Bernhard Fuchs & Walter Kern & Xinhui Wang - 127-148 A scheduling problem for several parallel servers
by Klaus Schiefermayr & Josef Weichbold - 149-164 A model of a 2-player stopping game with priority and asynchronous observation
by D. Ramsey - 165-179 Non-randomized policies for constrained Markov decision processes
by Richard Chen & Eugene Feinberg - 181-182 Ivan Singer: Duality for nonconvex approximation and optimization
by Andreas Löhne
June 2007, Volume 65, Issue 3
- 389-415 Multirate multicast service provisioning II: a tâtonnement process for rate allocation
by Tudor Stoenescu & Mingyan Liu & Demosthenis Teneketzis - 417-444 A general approach for studying duality in multiobjective optimization
by Radu Boţ & Sorin-Mihai Grad & Gert Wanka - 445-459 Global optimization for the sum of generalized polynomial fractional functions
by Shen Pei-Ping & Yuan Gui-Xia - 461-481 Complexity of shop-scheduling problems with fixed number of jobs: a survey
by Peter Brucker & Yu Sotskov & Frank Werner - 483-497 Network economics and optimal replacement of age-structured IT capital
by Yu. Yatsenko & N. Hritonenko - 499-517 A core-allocation family for generalized holding cost games
by Ana Meca - 519-538 Sample-path optimality and variance-maximization for Markov decision processes
by Q. Zhu - 539-557 Mean–variance hedging under transaction costs
by Eric Beutner - 559-564 Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”
by Wenjing Guo & Chengming Xu - 565-579 Risk-sensitive capacity control in revenue management
by C. Barz & K. Waldmann - 581-582 Andrzej P. Ruszczyński: Nonlinear optimization
by Petri Eskelinen
April 2007, Volume 65, Issue 2
- 199-228 Multirate multicast service provisioning I: an algorithm for optimal price splitting along multicast trees
by Tudor Stoenescu & Mingyan Liu & Demosthenis Teneketzis - 229-238 A polynomial method for the pos/neg weighted 3-median problem on a tree
by Rainer Burkard & Jafar Fathali - 239-259 A policy iteration algorithm for fixed point problems with nonexpansive operators
by Jean-Philippe Chancelier & Marouen Messaoud & Agnès Sulem - 261-279 Conditions for boundedness in concave programming under reverse convex and convex constraints
by Wiesława Obuchowska - 281-291 Estimates of approximate solutions and well-posedness for variational inequalities
by Ya-Ping Fang & Rong Hu - 293-303 Characterizations of relatively generalized monotone maps
by E. Allevi & A. Gnudi & I. Konnov & S. Schaible - 305-314 Symmetric strong vector quasi-equilibrium problems
by X. Gong - 315-337 Neighbourhood Search for constructing Pareto sets
by G. Dorini & F. Pierro & D. Savic & A. Piunovskiy - 339-352 A composite run-to-the-bank rule for multi-issue allocation situations
by Carlos González-Alcón & Peter Borm & Ruud Hendrickx - 353-360 Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain
by Enwen Zhu & Jiezhong Zou & Zhenting Hou - 361-383 Adaptive discretization of convex multistage stochastic programs
by Stefan Vigerske & Ivo Nowak - 385-387 Quadratic programming and affine variational inequalities: a qualitative study by G. M. Lee, N. N. Tam and N. D. Yen
by Michael Stingl
February 2007, Volume 65, Issue 1
- 1-26 Modelling the effects of interconnection between electricity markets subject to uncertainty
by E. Anderson & A. Philpott & H. Xu - 27-44 Markov control processes with randomized discounted cost
by Juan González-Hernández & Raquiel López-Martínez & J. Pérez-Hernández - 45-73 Necessary conditions and duality for inexact nonlinear semi-infinite programming problems
by Juan Gómez & Paul Bosch - 75-84 On duality for square root convex programs
by C. Scott & T. Jefferson - 85-98 Some existence results for solutions of generalized vector quasi-equilibrium problems
by Lai-Jiu Lin & Qamrul Ansari & Yu-Jen Huang - 99-114 Increasing-along-rays property, vector optimization and well-posedness
by Ya-ping Fang & Nan-jing Huang - 115-140 On two-stage convex chance constrained problems
by E. Erdoğan & G. Iyengar - 141-152 On the existence of almost-pure-strategy Nash equilibrium in n-person finite games
by Wojciech Połowczuk & Piotr Więcek & Tadeusz Radzik - 153-167 Games on lattices, multichoice games and the shapley value: a new approach
by Michel Grabisch & Fabien Lange - 169-178 First exit times for compound Poisson dams with a general release rule
by Jiyeon Lee - 179-192 Optimal use of excess capacity in two interconnected queues
by Dimitrios Pandelis - 193-194 Interior Point Methods for Linear Optimization
by Petra Huhn - 195-198 Boris S. Mordukhovich: Variational Analysis and Generalized Differentiation
by Jiří Outrata & Michal Červinka
December 2006, Volume 64, Issue 3
- 383-414 Queueing systems with inventory management with random lead times and with backordering
by Maike Schwarz & Hans Daduna - 415-428 A controlled M / G / 1 workload process with an application to perishable inventory systems
by D. Perry & W. Stadje - 429-444 Heterogeneous cost sharing, the directional serial rule
by Maurice Koster - 445-465 An Optimal Congestion and Cost-sharing Pricing Scheme for Multiclass Services
by Yezekael Hayel & Bruno Tuffin - 467-480 Stationary distribution of queue length in G / M / 1 queue with two-stage service policy
by Sunggon Kim & Jongwoo Kim & Eui Lee - 481-494 Remarks on sensitive equilibria in stochastic games with additive reward and transition structure
by Andrzej Nowak