Country: Japan

Found 1012 papers in total
Conjectures on decay rates of tail probabilities in generalized Jackson and batch movement networks
Conjectures on decay rates of tail probabilities in generalized Jackson and batch movement networks
2003,
Asymptotic decay rates are considered for the stationary joint distributions of...
An allocation of marketing effort
An allocation of marketing effort
2003,
Well-known goods do not sell well these days. However goods are required to be easily...
Sojourn time in a queue with clustered periodic arrivals
Sojourn time in a queue with clustered periodic arrivals
2003,
This paper considers a first-in-first-out single-server queue with independent and...
Determining an equitable allocation of new input and output using data envelopment analysis
Determining an equitable allocation of new input and output using data envelopment analysis
2003,
In this paper, we consider the problem of demanding fixed aggregated output from...
Optimal hostage rescue problem where an action can only be taken once – case where its effectiveness vanishes thereafter
Optimal hostage rescue problem where an action can only be taken once – case where its effectiveness vanishes thereafter
2003,
In this paper, we propose a mathematical model for an optimal hostage rescue problem....
On Vargas's proof of consistency test for 3 × 3 comparison matrices in analytic hierarchy process
On Vargas's proof of consistency test for 3 × 3 comparison matrices in analytic hierarchy process
2002,
In this paper we have raised, discussed, and solved the problems relating the Vargas's...
An intelligent financial ratio selection mechanism for earning forecast
An intelligent financial ratio selection mechanism for earning forecast
2002,
Conventionally, linear and univariate time series models are broadly used in earning...
Setup cost and lead time reductions on stochastic inventory models with a service level constraint
Setup cost and lead time reductions on stochastic inventory models with a service level constraint
2002,
The stochastic inventory models analyzed in this paper explore the problem of lead...
Estimation of failure probability using semi-definite programming
Estimation of failure probability using semi-definite programming
2002,
Linear logit model is often used to predict the probability of bankruptcy. However,...
New approximation algorithms for MAX 2SAT and MAX DICUT
New approximation algorithms for MAX 2SAT and MAX DICUT
2003,
We propose a 0.935-approximation algorithm for MAX 2SAT and a 0.863-approximation...
A new second–order cone programming relaxation for max-cut problems
A new second–order cone programming relaxation for max-cut problems
2003,
We propose a new relaxation scheme for the MAX–CUT problem using second-order...
An improved surrogate constraints method for separable nonlinear integer programming
An improved surrogate constraints method for separable nonlinear integer programming
2003,
An improved surrogate constraints method for solving separable nonlinear integer...
The effect of randomized low discrepancy sequences in option pricing
The effect of randomized low discrepancy sequences in option pricing
2002,
New derivative products usually have complex payoff structures depending on multiple...
A study on the hierarchical collection/distribution system with economies of scale
A study on the hierarchical collection/distribution system with economies of scale
2000,
This paper analyzes the optimal hierarchical collection/distribution system for...
A study on production planning for products with restricted demand periods
A study on production planning for products with restricted demand periods
2002,
This paper deals with problem of determining the number of set-ups, production lot...
Weekly fractal dimensions of yen–dollar tick-by-tick exchange rates
Weekly fractal dimensions of yen–dollar tick-by-tick exchange rates
2002,
In this study, we measure the fractal dimension of dollar/yen exchange rates for each...
Bayesian interpretation of continuous-time universal portfolios
Bayesian interpretation of continuous-time universal portfolios
2002,
Under the continuous-time framework with incomplete information on asset price...
An optimal trading strategy for participating policies
An optimal trading strategy for participating policies
2002,
I consider a participating policy as a contingent claim whose payoff is similar to a...
Design and system theoretic implementation of a menu system generator–meta support of user interface for task processing
Design and system theoretic implementation of a menu system generator–meta support of user interface for task processing
2001,
This paper presents two things, design of a menu system generator and its...
Quasirandom tree method for pricing American style derivatives
Quasirandom tree method for pricing American style derivatives
2002,
Pricing American options is a difficult task due to the early exercise opportunities,...
Comparative analyses of expected shortfall and value-at-risk
Comparative analyses of expected shortfall and value-at-risk
2002,
This paper summarizes the authors' papers on the comparative analyses of expected...
Optimizing the manager structure in a downside risk framework
Optimizing the manager structure in a downside risk framework
2002,
To decide the investment policy of a pension fund, a plan sponsor first conducts an...
Compact representations of multi-period stochastic program using simulated path model
Compact representations of multi-period stochastic program using simulated path model
2002,
Simulated path model was proposed by Hibiki in order to solve a multi-period...
An optimal order quantity for special display goods in retailing: The effect of a mirror and false bottom
An optimal order quantity for special display goods in retailing: The effect of a mirror and false bottom
2002,
This paper proposes an optimal order quantity model for special display goods at a...
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