Country: United States

Found 17049 papers in total
The Flexible Firm: Capability Management in Network Organizations
The Flexible Firm: Capability Management in Network Organizations
2002,
A simple heuristic for dynamic order sizing and supplier selection with time-varying data
A simple heuristic for dynamic order sizing and supplier selection with time-varying data
2002,
In this paper we consider the problem of supplier selection and purchase order sizing...
Analysis of simple algorithms for dynamic load balancing
Analysis of simple algorithms for dynamic load balancing
1997,
The principle of load balancing is examined for dynamic resource allocation subject to...
Polling systems in heavy traffic: A Bessel process limit
Polling systems in heavy traffic: A Bessel process limit
1998,
This paper studies the classical polling model under the exhaustive-service...
On the estimation of the throughput for a class of stochastic resources sharing systems
On the estimation of the throughput for a class of stochastic resources sharing systems
1998,
We present in this paper a stochastic model for a class of reservation systems, we...
Pricing of American contingent claims with jump stock price and constrained portfolios
Pricing of American contingent claims with jump stock price and constrained portfolios
1998,
In this paper, we study the problems of pricing American contingent claims in an...
Corrected diffusion approximations for a multistage production–inventory system
Corrected diffusion approximations for a multistage production–inventory system
1997,
We analyze a multistage inventory system with limited production capacity facing...
Numerical analysis of American option pricing in a jump-diffusion model
Numerical analysis of American option pricing in a jump-diffusion model
1997,
We discuss pricing formulae for American options in Merton's jump-diffusion model....
Lower bounds in lot-sizing models: A polyhedral study
Lower bounds in lot-sizing models: A polyhedral study
1998,
Variable lower bounds in Mixed Integer Programs are constraints with the general form...
Heavy tails and long range dependence in on/off processes and associated fluid models
Heavy tails and long range dependence in on/off processes and associated fluid models
1998,
On/off models are common inputs for a variety of communication network models as well...
An operational calculus for matrix-exponential distributions, with applications to a Brownian (q, Q) inventory model
An operational calculus for matrix-exponential distributions, with applications to a Brownian (q, Q) inventory model
1998,
A distribution G on (0, ∞) is called matrix-exponential if the density has the...
Robust portfolio selection problems
Robust portfolio selection problems
2003,
In this paper we show how to formulate and solve robust portfolio selection problems....
A robust control framework for option pricing
A robust control framework for option pricing
1997,
A new approach is taken to the problem of option pricing. In the standard framework,...
Survival and growth with a liability: Optimal portfolio strategies in continuous time
Survival and growth with a liability: Optimal portfolio strategies in continuous time
1997,
We study the optimal behavior of an investor who is forced to withdraw funds...
A stochastic control approach to portfolio problems with stochastic interest rates
A stochastic control approach to portfolio problems with stochastic interest rates
2001,
We consider investment problems where an investor can invest in a savings account,...
Optimal consumption and portfolio with both fixed and proportional transaction costs
Optimal consumption and portfolio with both fixed and proportional transaction costs
2002,
We consider a market model with one risk-free and one risky asset, in which the...
Simpson points in planar problems with locational constraints. The round-norm case
Simpson points in planar problems with locational constraints. The round-norm case
1997,
The Simpson set is one of the most popular solution concepts in location models with...
Simpson points in planar problems with locational constraints. The polyhedral-gauge case
Simpson points in planar problems with locational constraints. The polyhedral-gauge case
1997,
In this paper we address the problem of finding Simpson points in planar models with...
Nearly optimal competitive online replacement policies
Nearly optimal competitive online replacement policies
1997,
This paper studies the online replacement problem. In this problem an online player is...
Generalized reliability bounds for coherent structures
Generalized reliability bounds for coherent structures
2000,
In this article we introduce generalizations of several well-known reliability bounds....
Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems
Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems
2002,
Consider a queueing system with many queues, each with its own input stream, but with...
A generalized stochastic differential utility
A generalized stochastic differential utility
2003,
This paper generalizes, in the setting of Brownian information, the...
Job sequencing in an evolutionary paradigm
Job sequencing in an evolutionary paradigm
2002,
The use of traditional optimization approaches has reached a point of saturation in...
Scheduling to minimize average completion time: Off-line and on-line approximation algorithms
Scheduling to minimize average completion time: Off-line and on-line approximation algorithms
1997,
In this paper we introduce two general techniques for the design and analysis of...
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