MATHEMATICAL METHODS OF OPERATIONS RESEARCH

Transient analysis of the Erlang A model
Knessl C and van Leeuwaarden JS
We consider the Erlang A model, or [Formula: see text] queue, with Poisson arrivals, exponential service times, and parallel servers, and the property that waiting customers abandon the queue after an exponential time. The queue length process is in this case a birth-death process, for which we obtain explicit expressions for the Laplace transforms of the time-dependent distribution and the first passage time. These two transient characteristics were generally presumed to be intractable. Solving for the Laplace transforms involves using Green's functions and contour integrals related to hypergeometric functions. Our results are specialized to the [Formula: see text] queue, the  /  /  queue, and the  /  /  /  loss model. We also obtain some corresponding results for diffusion approximations to these models.
On solving mutual liability problems
Groote Schaarsberg M, Reijnierse H and Borm P
This paper introduces mutual liability problems, as a generalization of bankruptcy problems, where every agent not only owns a certain amount of cash money, but also has outstanding claims and debts towards the other agents. Assuming that the agents want to cash their claims, we will analyze mutual liability rules which prescribe how the total available amount of cash should be allocated among the agents. We in particular focus on bilateral -transfer schemes, which are based on a bankruptcy rule . Although in general a -transfer scheme need not be unique, we show that the resulting -transfer allocation is. This leads to the definition of -based mutual liability rules. For so called hierarchical mutual liability problems an alternative characterization of -based mutual liability rules is provided. Moreover it is shown that the axiomatic characterization of the Talmud rule on the basis of consistency can be extended to the corresponding mutual liability rule.
It is difficult to tell if there is a Condorcet spanning tree
Darmann A
We apply the well-known Condorcet criterion from voting theory outside of its classical framework and link it with spanning trees of an undirected graph. In situations in which a network, represented by a spanning tree of an undirected graph, needs to be installed, decision-makers typically do not agree on the network to be implemented. Instead, each of these decision-makers has her own ideal conception of the network. In order to derive a group decision, i.e., a single spanning tree for the entire group of decision-makers, the goal would be a spanning tree that beats each other spanning tree in a simple majority comparison. When comparing two dedicated spanning trees, a decision-maker will be considered to be more satisfied with the one that is "closer" to her proposal. In this context, the most basic and natural measure of distance is the usual set difference: we simply count the number of edges the spanning tree has in common with the proposal of the decision-maker. In this work, we show that it is computationally intractable to decide (1) if such a spanning tree exists, and (2) if a given spanning tree satisfies the Condorcet criterion.
An SDP-based approach for computing the stability number of a graph
Gaar E, Siebenhofer M and Wiegele A
Finding the stability number of a graph, i.e., the maximum number of vertices of which no two are adjacent, is a well known NP-hard combinatorial optimization problem. Since this problem has several applications in real life, there is need to find efficient algorithms to solve this problem. Recently, Gaar and Rendl enhanced semidefinite programming approaches to tighten the upper bound given by the Lovász theta function. This is done by carefully selecting some so-called exact subgraph constraints (ESC) and adding them to the semidefinite program of computing the Lovász theta function. First, we provide two new relaxations that allow to compute the bounds faster without substantial loss of the quality of the bounds. One of these two relaxations is based on including violated facets of the polytope representing the ESCs, the other one adds separating hyperplanes for that polytope. Furthermore, we implement a branch and bound (B&B) algorithm using these tightened relaxations in our bounding routine. We compare the efficiency of our B&B algorithm using the different upper bounds. It turns out that already the bounds of Gaar and Rendl drastically reduce the number of nodes to be explored in the B&B tree as compared to the Lovász theta bound. However, this comes with a high computational cost. Our new relaxations improve the run time of the overall B&B algorithm, while keeping the number of nodes in the B&B tree small.