Kolen Antoon

Antoon Kolen

Information about the author Antoon Kolen will soon be added to the site.
Found 6 papers in total
Robust one-period option hedging
Robust one-period option hedging
2006
We consider robust optimization to cope with uncertainty about the stock return...
A genetic algorithm for the partial binary constraint satisfaction problem: an application to a frequency assignment problem
A genetic algorithm for the partial binary constraint satisfaction problem: an application to a frequency assignment problem
2007
We describe a genetic algorithm for the partial constraint satisfaction problem. The...
A linear description of the discrete lot-sizing and scheduling problem
A linear description of the discrete lot-sizing and scheduling problem
1994
A new integer linear programming formulation for the discrete lot-sizing and...
Genetic local search in combinatorial optimization
Genetic local search in combinatorial optimization
1994
The most common application of genetic algorithms to combinatorial optimization...
A dual algorithm for the economic lot-sizing problem
A dual algorithm for the economic lot-sizing problem
1991
A linear description for the economic lot-sizing problem consisting of exponentially...
Economic lot sizing: An O(nlogn) algorithm that runs in linear time in the Wagner-Whitin case
Economic lot sizing: An O(nlogn) algorithm that runs in linear time in the Wagner-Whitin case
1992
The authors consider the n- period economic lot sizing problem, where the cost...
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