Gaîgi, M’hamed Goutte, Stéphane Kharroubi, Idris Lim, Thomas

The aim of this paper is to determine the optimal balance between extraction and storage of a natural resource (in particular crude oil) over time under a large array of environmental, operational and financial constraints for an infinite maturity time. We consider a manager that owns an oil field from which he can extract oil and decides to sell o...

Cao, Weifeng Li, Hongbao Luo, Jianquan Yin, Junxiang Wan, Yinhua

alpha,omega-Dicarboxylic acids (DC) are versatile chemical intermediates with different chain lengths, which are well-known as polymer building block. In this work, a new strain with high productivity of DC was isolated from oil-contaminated soil. Based on the morphology and phylogenetic analyses of the internal transcribed spacer sequences, it was...

Yoshida, Shunsuke Hisakado, Masato Mori, Shintaro
Published in
New Generation Computing

We obtain the conditions for the emergence of the swarm intelligence effect in an interactive game of restless multi-armed bandit (rMAB). A player competes with multiple agents. Each bandit has a payoff that changes with a probability pc per round. The agents and player choose one of three options: (1) Exploit (a good bandit), (2) Innovate (asocial...

Gavrilovich, M. R. Kreps, V. L.
Published in
Journal of Mathematical Sciences

It is well known that large random structures may have nonrandom macroscopic properties. We give an example of nonrandom properties for a class of large optimization problems related to the computational problem MAXFLS= of calculating the maximum number of consistent equations in a given overdetermined system of linear equations. A problem of this ...

Domansky, V. K. Kreps, V. L.
Published in
Automation and Remote Control

This paper considers multistep bidding models where several types of risky assets (shares) are traded between two agents that have different information on the liquidation prices of traded assets. These random prices depend on “a state of nature” determined by the initial chance move according to a probability distribution that is known to both pla...

Gorelov, M. A.
Published in
Automation and Remote Control

Consideration was given to the hierarchical two-person games with a fixed order of moves. It was assumed that there were some random errors of information transmission. Examined was a model where both players were guided by the corresponding expectations for their gains. A method to calculate the maximal guaranteed result of the upper-level player ...

Lukoyanov, N. Yu. Plaksin, A. R.
Published in
Proceedings of the Steklov Institute of Mathematics

For a conflict-controlled dynamical system whose motion is described by neutraltype functional differential equations in Hale’s form and for a quality index that evaluates the motion history realized up to the terminal instant of time, we consider a differential game in the class of control-with-guide strategies. We construct an approximating diffe...

Kibzun, A. I. Ignatov, A. N.
Published in
Automation and Remote Control

The problem of interest in this paper is selection of investment portfolio with two risk assets having uniformly distributed return rates. To form the portfolio, the probability criterion is used. A closed form of the criterial function at the last step is found and its continuity is analyzed. An example is presented.

Gorelov, M. A. Kononenko, A. F.
Published in
Automation and Remote Control

The present paper concludes the series of three papers reviewing the models of dynamic conflicts. Interaction of unequal players was analyzed, and the principle of getting the maximal guaranteed result was used as the basic principle for rational behavior of the leading player.

van der Weiden, Robin M. F.
Published in
Surgical Endoscopy