Country: Germany

Found 3096 papers in total
Conditional distributions of generalized order statistics and some characterizations
Conditional distributions of generalized order statistics and some characterizations
1999,
Generalized order statistics have been introduced in Kamps. They enable a unified...
A class of extremum problems related to agency models with imperfect monitoring
A class of extremum problems related to agency models with imperfect monitoring
1999,
The cost minimization problem in an agency model with imperfect monitoring is...
Distance optimality design criterion in linear models
Distance optimality design criterion in linear models
1999,
Properties of the most familiar optimality criteria, for example A-, D- and...
Multivariate L1 mean
Multivariate L1 mean
1999,
The center of a univariate data set {x 1 , …, x n } can be defined as the point...
Estimation of ratio of population means in survey sampling when some observations are missing
Estimation of ratio of population means in survey sampling when some observations are missing
1999,
This paper considers the estimation of the ratio of population means when some...
A sequential procedure to test three values of a binomial parameter
A sequential procedure to test three values of a binomial parameter
1999,
Sequential tests to decide among three binomial probabilities are needed in many...
Two-stage procedures for approximating the expected reward: The negative exponential case
Two-stage procedures for approximating the expected reward: The negative exponential case
1999,
Let X 1 , X 2 , … be independent, identically distributed random variables with...
Super-replication under proportional transaction costs: From discrete to continuous-time models
Super-replication under proportional transaction costs: From discrete to continuous-time models
1999,
In this paper, we study the problem of finding the minimal initial capital (i.e....
A counterexample on overtaking optimality
A counterexample on overtaking optimality
1999,
Brown constructed an aperiodic Markov decision chain in which no overtaking policy...
A note on strong 1-optimal policies in Markov decision chains with unbounded costs
A note on strong 1-optimal policies in Markov decision chains with unbounded costs
1999,
We extend a result by Cavazos-Cadena and Lasserre on the existence of strong 1-optimal...
A note on quadratic forms
A note on quadratic forms
1999,
We extend an interesting theorem of Yuan for two quadratic forms to three matrices....
A polyhedral approach to single-machine scheduling problems
A polyhedral approach to single-machine scheduling problems
1999,
We report new results for a time-indexed formulation of nonpreemptive single-machine...
On polynomial solvability of two multiprocessor scheduling problems
On polynomial solvability of two multiprocessor scheduling problems
1999,
We discuss a new approach for solving multiprocessor scheduling problems by using and...
A branch-and-cut algorithm for capacitated network design problems
A branch-and-cut algorithm for capacitated network design problems
1999,
We present a branch-and-cut algorithm to solve capacitated network design problems....
The economic lot scheduling problem – survey and linear programming-based method
The economic lot scheduling problem – survey and linear programming-based method
1999,
In order to solve the ELSP (Economic Lot Scheduling Problem) you can find three...
A polynomial cycle canceling algorithm for submodular flow
A polynomial cycle canceling algorithm for submodular flow
1999,
Submodular flow problems, introduced by Edmonds and Giles, generalize network flow...
An exponential neighborhood for a one-machine batching problem
An exponential neighborhood for a one-machine batching problem
1999,
In this paper we consider a one-machine batching problem which is a combination of a...
A 2-machine sequencing problem with machine repetition and overlapping processing times
A 2-machine sequencing problem with machine repetition and overlapping processing times
1999,
This paper is concerned with a two-machine sequencing problem with overlapping...
Optimal blending in sausage production – a case study
Optimal blending in sausage production – a case study
1999,
A traditional OR technique (linear programming) has been joined with modern...
Optimal stopping in Hilbert spaces and pricing of American options
Optimal stopping in Hilbert spaces and pricing of American options
1999,
We consider an optimal stopping problem for a Hilbert-space valued diffusion. We prove...
Short rate analysis and marked point processes
Short rate analysis and marked point processes
1999,
In this paper we model the instantaneous spot interest rate in a financial market by...
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
1999,
In this paper we extend standard dynamic programming results for the risk sensitive...
On value preserving and growth optimal portfolios
On value preserving and growth optimal portfolios
1999,
In a discrete-time financial market setting, the paper relates various concepts...
Consumption and portfolio selection with labor income: A discrete-time approach
Consumption and portfolio selection with labor income: A discrete-time approach
1999,
This paper studies the consumption and portfolio selection problem of an agent who is...
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