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Article
Solution to a Forcible Version of a Graphic Sequence Problem
Let \(A_n=(a_1,a_2,\ldots ,a_n)\) A n ...
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Article
A Characterization of Box-bounded Degree Sequences of Graphs
Let \(A_n=(a_1,a_2,\ldots ,a_n)\) ...
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Reference Work Entry In depth
Arbitrage in Frictional Foreign Exchange Market
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Living Reference Work Entry In depth
Arbitrage in Frictional Foreign Exchange Market
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Chapter and Conference Paper
Shortest Path and Maximum Flow Problems in Networks with Additive Losses and Gains
We introduce networks with additive losses and gains on the arcs. If a positive flow of x units enter an arc a, then x + g(a) units exit. Arcs may increase or consume flow, i.e., they are gainy or lossy. Such net...
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Reference Work Entry In depth
Arbitrage in Frictional Foreign Exchange Market
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Chapter and Conference Paper
Restricted Core Stability of Flow Games
In this paper, we introduce a kind of restricted core stability for flow games, which is a generalization of the core stability of simple flow games. We first give a characterization on the restricted core, an...
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Chapter
Complexity of Exchange Markets
It is generally accepted that state variables of financial instruments will disallow the existence of investment strategies with riskless profit, commonly referred to as an arbitrage opportunity. Such a belief...
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Chapter and Conference Paper
Computation of Arbitrage in a Financial Market with Various Types of Frictions
In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of frictions under consideration include fixe...
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Article
Minimum k Arborescences with Bandwidth Constraints
Let $G =(V,A)$ be a digraph with source $r$. A weight function $w$ and bandwidth constraint function $b$ (positive integer) on $A$ are given. We present algorithms for finding $k$ $r$-arborescences in $G$ wit...
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Chapter and Conference Paper
A PTAS for Minimizing Total Completion Time of Bounded Batch Scheduling
We consider a batch processing system {p i: i = 1, 2,..., n} where p i is the processing time of job i, and up to B jobs can be processed together such that the handling time of a batc...
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Article
(3,k)-Factor-Critical Graphs and Toughness
A graph is (r,k)-factor-critical if the removal of any set of k vertices results in a graph with an r-factor (i.e. an r-regular spanning subgraph). Let t(G) denote the toughness of graph G. In this paper, we sho...
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Article
Inverse Polymatroidal Flow Problem
Let D = (V, A) be a directed graph, for each vertex v ∈ V, let Δ+(v) and Δ− (v) denote the sets of arcs leaving and entering v, $${\m...
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Article
(2,k)-Factor-Critical Graphs and Toughness
A graph is (r,k)-factor-critical if the removal of any set of k vertices results in a graph with an r-factor (i.e. with an r-regular spanning subgraph). We show that every τ-tough graph of order n with τ≥2 is (2...
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Chapter and Conference Paper
Reverse Center Location Problem
In this paper we consider a reverse center location problem in which we wish to spend as less cost as possible to ensure that the di- stances from a given vertex to all other vertices in a network are within g...
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Chapter and Conference Paper
A Min-Max Theorem on Feedback Vertex Sets (Preliminary Version)
We establish a necessary and sufficient condition for the linear system {x : Hx ≥ e, x ≥ 0} associated with a bipartite tournament to be TDI, where H is the cycle-vertex incidence matrix and e is the all-one vect...
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Article
Inverse problem of minimum cuts
Given a networkN = (V,A,c), a sources εV, a. sinkt εV and somes —t cuts and suppose each element of the capacity vectorc can be changed with a cost proportional to the changes, the inverse problem of minimum cuts...