Sim Melvyn

Melvyn Sim

Information about the author Melvyn Sim will soon be added to the site.
Found 15 papers in total
On Dynamic Decision Making to Meet Consumption Targets
On Dynamic Decision Making to Meet Consumption Targets
2015
We investigate a dynamic decision model that facilitates a target‐oriented...
A Robust Optimization Model for Managing Elective Admission in a Public Hospital
A Robust Optimization Model for Managing Elective Admission in a Public Hospital
2015
The admission of emergency patients in a hospital is unscheduled, urgent, and takes...
Managing Underperformance Risk in Project Portfolio Selection
Managing Underperformance Risk in Project Portfolio Selection
2015
We consider a project selection problem where each project has an uncertain return...
Aspirational Preferences and Their Representation by Risk Measures
Aspirational Preferences and Their Representation by Risk Measures
2012
We consider choice over uncertain, monetary payoffs and study a general class of...
Robust Storage Assignment in Unit‐Load Warehouses
Robust Storage Assignment in Unit‐Load Warehouses
2012
Assigning products to and retrieving them from proper storage locations are crucial...
Portfolio value‐at‐risk optimization for asymmetrically distributed asset returns
Portfolio value‐at‐risk optimization for asymmetrically distributed asset returns
2012
We propose a new approach to portfolio optimization by separating asset return...
Distributionally robust optimization and Its tractable approximations
Distributionally robust optimization and Its tractable approximations
2010
In this paper we focus on a linear optimization problem with uncertainties, having...
Robust approximation to multiperiod inventory management
Robust approximation to multiperiod inventory management
2010
We propose a robust optimization approach to address a multiperiod inventory control...
From CVaR to uncertainty set: Implications in joint chance-constrained optimization
From CVaR to uncertainty set: Implications in joint chance-constrained optimization
2010
We review and develop different tractable approximations to individual...
Constructing risk measures from uncertainty sets
Constructing risk measures from uncertainty sets
2009
We illustrate the correspondence between uncertainty sets in robust optimization and...
Satisficing Measures for Analysis of Risky Positions
Satisficing Measures for Analysis of Risky Positions
2009
In this work we introduce a class of measures for evaluating the quality of financial...
Risk aversion in inventory management
Risk aversion in inventory management
2007
Traditional inventory models focus on risk-neutral decision makers, i.e.,...
The price of robustness
The price of robustness
2004
A robust approach to solving linear optimization problems with uncertain data was...
Robust linear optimization under general norms
Robust linear optimization under general norms
2004
We explicitly characterize the robust counterpart of a linear programming problem with...
Vehicle routing problem with time windows and a limited number of vehicles
Vehicle routing problem with time windows and a limited number of vehicles
2003
This paper introduces a variant of the vehicle routing problem with time windows where...
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