Country: Germany

Found 3096 papers in total
Upper bound on the number of processors for scheduling with interprocessor communication delays
Upper bound on the number of processors for scheduling with interprocessor communication delays
2000,
The problem of scheduling a task system with communication delays on multiprocessor...
Batching identical jobs
Batching identical jobs
2000,
We study the problems of scheduling jobs, with different release dates and equal...
Scheduling unit execution time task systems with concurrency on two parallel identical processors
Scheduling unit execution time task systems with concurrency on two parallel identical processors
2000,
Problems with unit execution time tasks and two identical parallel processors have...
Competitive genetic algorithms for the open-shop scheduling problem
Competitive genetic algorithms for the open-shop scheduling problem
2000,
For more than two machines, and when preemption is forbidden, the computation of...
A branch-and-bound algorithm for the resource-constrained project scheduling problem
A branch-and-bound algorithm for the resource-constrained project scheduling problem
2000,
We describe a time-oriented branch-and-bound algorithm for the resource-constrained...
PROGRESS: Optimally solving the generalized resource-constrained project scheduling problem
PROGRESS: Optimally solving the generalized resource-constrained project scheduling problem
2000,
This paper deals with the generalized resource-constrained project scheduling problem...
Solving the discrete-continuous project scheduling problem via its discretization
Solving the discrete-continuous project scheduling problem via its discretization
2000,
In this paper a discrete-continuous project scheduling problem is considered. In this...
Linear preselective policies for stochastic project scheduling
Linear preselective policies for stochastic project scheduling
2000,
In the context of stochastic resource-constrained project scheduling we introduce a...
Batch scheduling in process industries: an application of resource-constrained project scheduling
Batch scheduling in process industries: an application of resource-constrained project scheduling
2000,
The paper deals with batch scheduling problems in process industries where final...
A first order characterization of generalized monotonicity
A first order characterization of generalized monotonicity
2000,
It is shown that pseudomonotone and quasimonotone maps can be characterized by a first...
On quadratic hedging in continuous time
On quadratic hedging in continuous time
2000,
We review the main results in the theory of quadratic hedging in a general incomplete...
Portfolio management with stable distributions
Portfolio management with stable distributions
2000,
The aim of this short review is to outline the main directions of stable Paretian...
Optimal portfolios for exponential Lévy processes
Optimal portfolios for exponential Lévy processes
2000,
We consider the problem of maximizing the expected utility from consumption or...
Price systems constructed by optimal dynamic portfolios
Price systems constructed by optimal dynamic portfolios
2000,
The paper studies connections between arbitrage and utility maximization in a...
The efficient frontier for bounded assets
The efficient frontier for bounded assets
2000,
This paper develops a closed form solution of the mean-variance portfolio selection...
Option replication with large transactions costs
Option replication with large transactions costs
1999,
In a binomial model, exact replication of options is possible in the presence of...
Interest rate futures and bank hedging
Interest rate futures and bank hedging
1999,
This note examines a situation in which hedging may actually increase a bank's...
Insider trading with uncertain date of publication
Insider trading with uncertain date of publication
1999,
This paper focuses on insider trading and its effect on market liquidity and...
Optimal control of option portfolios and applications
Optimal control of option portfolios and applications
1999,
We present an expected utility maximisation framework for optimally controlling a...
Genetically derived approximations for determining the implied volatility
Genetically derived approximations for determining the implied volatility
1999,
In established option valuation models all parameters except for the volatility can be...
The valuation of credit guarantees by compound options
The valuation of credit guarantees by compound options
2000,
From a financial point of view, loan guarantees can be seen as put options on parts of...
On the demand for preventive care
On the demand for preventive care
2000,
This paper analyzes the demand for preventive care in an optimal control model in...
An approximation algorithm for the stack-up problem
An approximation algorithm for the stack-up problem
2000,
We consider the combinatorial stack-up problem motivated by stacking up bins from a...
Packing small boxes into a big box
Packing small boxes into a big box
2000,
The three-dimensional orthogonal packing problem consists of filling a big rectangular...
Papers per page: