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In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: a r t i c l e i n f o a b s t r a c t A stochastic process that describes a(More)
In this paper we discuss second order optimality conditions in optimization problems subject to abstract constraints. Our analysis is based on various concepts of second order tangent sets and parametric duality. We introduce a condition, called second order regularity, under which there is no gap between the corresponding second order necessary and second(More)
We present a perturbation theory for nite dimensional optimization problems subject to abstract constraints satisfying a second order regularity condition. We derive Lipschitz and HH older expansions of approximate optimal solutions, under a directional constraint qualiication hypothesis and various second order suucient conditions that take into account(More)
1. Overview We study network games with atomic players that can split their flow. Some errors in the literature led to incorrect bounds on the price of anarchy of these games. We correct past results with a new bound for arbitrary sets of cost functions. In the case of affine cost functions, this bound implies that the price of anarchy is at most 3/2 and(More)
We analyze a stochastic dynamic programming model for traffic equilibrium on networks. In this model passengers move towards their destinations by a sequential process of arc selection based on a discrete choice model at every intermediate node in their trip. Route selection is therefore the outcome of a sequential process of arc choices while network flows(More)
We introduce a new efficient method to solve the continuous quadratic knapsack problem. This is a highly structured quadratic program that appears in different contexts. The method converges after O(n) iterations with overall arithmetic complexity O(n 2). Numerical experiments show that in practice the method converges in a small number of iterations with(More)