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We deal with the problem of seating an airplane's passengers optimally, namely in the fastest way. Under several simplifying assumptions, whereby the passengers are infinitely thin and react within a constant time to boarding announcements, we are able to rewrite the asymptotic problem as a calculus of variations problem with constraints. This problem is solved in turn using elementary methods. While the optimal policy is not unique, we identify a rigid discrete structure which is common to all solutions. We also compare the (nontrivial) optimal solutions we find with some simple boarding policies, one of which is shown to be near-optimal.
The problem of optimal dividends paid until absorbtion at zero is considered for a rather general diffusion model. With each dividend payment there is a proportional cost and a fixed cost. It is shown that there can be essentially three different solutions depending on the model parameters and the costs. (i) Whenever assets reach a barrier y*, they are reduced to y* - δ* through a dividend payment, and the process continues. (ii) Whenever assets reach a barrier y*, everything is paid out as dividends and the process terminates. (iii) There is no optimal policy, but the value function is approximated by policies of one of the two above forms for increasing barriers. A method to numerically find the optimal policy (if it exists) is presented and numerical examples are given.
In a Riemannian manifold M, elastica are solutions of the Euler-Lagrange equation of the following second order constrained variational problem: find a unit-speed curve in M, interpolating two given points with given initial and final (unit) velocities, of minimal average squared geodesic curvature. We study elastica in Lie groups G equipped with bi-invariant Riemannian metrics, focusing, with a view to applications in engineering and computer graphics, on the group SO(3) of rotations of Euclidean 3-space. For compact G, we show that elastica extend to the whole real line. For G = SO(3), we solve the Euler-Lagrange equation by quadratures.
Lagrangian necessary and sufficient conditions for a nonsmooth vector-valued minimax in terms of Clarke's generalized Jacobians are established under suitable invexity hypotheses.
In this paper we consider the problem of routing customers to identical servers, each with its own infinite-capacity queue. Under the assumptions that (i) the service times form a sequence of independent and identically distributed random variables with increasing failure rate distribution and (ii) state information is not available, we establish that the round-robin policy minimizes, in the sense of a separable increasing convex ordering, the customer response times and the numbers of customers in the queues.