Country: Netherlands

Found 18376 papers in total
Instability and refinement of models in long term planning of large scale projects
Instability and refinement of models in long term planning of large scale projects
2007,
Instability of models used in long term planning of large scale industrial projects is...
Optimal project selection with random fuzzy parameters
Optimal project selection with random fuzzy parameters
2007,
This paper proposes a practical tool of incorporating random fuzzy uncertainty into...
Price discovery in combinatorial auctions using Gibbs Sampling
Price discovery in combinatorial auctions using Gibbs Sampling
2006,
Considerable research discusses the advantages and disadvantages of combinatorial...
An integrated production–inventory model with imperfect production processes and Weibull distribution deterioration under inflation
An integrated production–inventory model with imperfect production processes and Weibull distribution deterioration under inflation
2007,
This study develops an integrated production and inventory model from the perspectives...
Effects of internal support and consultant quality on the consulting process and ERP system quality
Effects of internal support and consultant quality on the consulting process and ERP system quality
2006,
ERP implementation, as a change initiative, is a challenge facing any organization and...
On the job rotation problem
On the job rotation problem
2007,
The job rotation problem (JRP) is the following: Given an n × n matrix A over...
A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes
A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes
2007,
We present an algorithmic approach for solving two-stage stochastic mixed 0–1...
A graph–theoretic analysis of relationships among ecosystem stressors
A graph–theoretic analysis of relationships among ecosystem stressors
1999,
The development of strategies to reduce risk to ecosystems has been proposed as a...
A multicriteria approach for mapping risks of agricultural pollution for water resources: The Venice Lagoon watershed case study
A multicriteria approach for mapping risks of agricultural pollution for water resources: The Venice Lagoon watershed case study
1999,
A multicriteria analysis system was developed for producing risk maps of agricultural...
Selecting indicators for assessing sustainable land management
Selecting indicators for assessing sustainable land management
1999,
While the importance of the concept of the sustainability of land management practices...
Optimal evaluation of expansion alternatives for existing air quality monitoring network by grey compromise programming
Optimal evaluation of expansion alternatives for existing air quality monitoring network by grey compromise programming
1999,
This paper presents a new approach – grey compromise programming – for...
Investment in the aquatic environment II: Comparison of two techniques for evaluating environmental benefits
Investment in the aquatic environment II: Comparison of two techniques for evaluating environmental benefits
1999,
Two methodologies for evaluating environmental benefits arising from investment in the...
The cost-effectiveness of remote sensing for tropical coastal resources assessment and management
The cost-effectiveness of remote sensing for tropical coastal resources assessment and management
1999,
Although coastal habitat mapping is expensive, remote sensing is a more cost-effective...
Multi-period stochastic portfolio optimization: Block-separable decomposition
Multi-period stochastic portfolio optimization: Block-separable decomposition
2007,
We consider a multiperiod stochastic programming recourse model for stock portfolio...
Portfolio optimization with linear and fixed transaction costs
Portfolio optimization with linear and fixed transaction costs
2007,
We consider the problem of portfolio selection, with transaction costs and constraints...
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
2007,
Many practical large-scale optimization problems are not only sparse, but also display...
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
2007,
In standard portfolio theory, an investor is typically taken as having one stochastic...
Portfolio selection with divisible and indivisible assets: Mathematical algorithm and economic analysis
Portfolio selection with divisible and indivisible assets: Mathematical algorithm and economic analysis
2007,
We extend the classic mean-variance framework to a broad class of investment decisions...
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
2007,
The quality of multi-stage stochastic optimization models as they appear in asset...
Conditional value at risk and related linear programming models for portfolio optimization
Conditional value at risk and related linear programming models for portfolio optimization
2007,
Many risk measures have been recently introduced which (for discrete random variables)...
A sample-path approach to optimal position liquidation
A sample-path approach to optimal position liquidation
2007,
We consider the problem of optimal position liquidation where the expected cash flow...
Scenario optimization asset and liability modelling for individual investors
Scenario optimization asset and liability modelling for individual investors
2007,
We develop a scenario optimization model for asset and liability management of...
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
2007,
In a financial market with one riskless asset and n risky assets whose prices are...
A stochastic programming model for asset liability management of a Finnish pension company
A stochastic programming model for asset liability management of a Finnish pension company
2007,
This paper describes a stochastic programming model that was developed for asset...
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