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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)
We study network and congestion games with atomic players that can split their flow. This type of games readily applies to competition among freight companies, telecommunication network service providers, intelligent transportation systems and manufacturing with flexible machines. We analyze the worst-case inefficiency of Nash equi-libria in those games and(More)
We consider the linear program rain { c'x: Ax ~< b } and the associated exponential penalty function fr(x) = c'x + rEexp [ (A ~-bi)/r]. For r close to 0, the unconstrained minimizer x(r) offr admits an asymptotic expansion of the form x (r) = x* + rd* + *l(r) where x* is a particular optimal solution of the linear program and the error term ~(r) has an(More)