Country: United States

Found 17049 papers in total
Primal–dual-infeasible Newton approach for the analytic center deep-cutting plane method
Primal–dual-infeasible Newton approach for the analytic center deep-cutting plane method
1999,
The convergence and complexity of a primal–dual column generation and cutting...
Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
1999,
The continuity of the optimal value function of a parametric convex semi-infinite...
Revised simplex algorithm for finite Markov decision-processes
Revised simplex algorithm for finite Markov decision-processes
1993,
We introduce a revised simplex algorithm for solving a typical type of dynamic...
Effect of modeling uncertainty on some routing problems
Effect of modeling uncertainty on some routing problems
1999,
In this paper, we consider the routing problem described in Mohanty and Cassandras. As...
Stopping rules for a class of sampling-based stochastic programming algorithms
Stopping rules for a class of sampling-based stochastic programming algorithms
1998,
Monte Carlo sampling-based algorithms hold much promise for solving stochastic...
Minimizing logistic costs in multistage supply chains
Minimizing logistic costs in multistage supply chains
1999,
We consider the problem in which a set of products has to be shipped from a common...
Capacity improvement, penalties, and the fixed charge transportation problem
Capacity improvement, penalties, and the fixed charge transportation problem
1999,
Capacity improvement and conditional penalties are two computational aids for...
On pooling in queueing networks
On pooling in queueing networks
1998,
We view each station in a Jackson network as a queue of tasks, of a particular type,...
Counterexamples to a conjecture on bounds for the loss probability in finite-buffer queues
Counterexamples to a conjecture on bounds for the loss probability in finite-buffer queues
1999,
In this paper, we provide counterexamples to a conjecture, made by Miyazawa and Tijms,...
Visualization and optimization
Visualization and optimization
1999,
This web article provides a broad survey on the use of visualization to support...
Validation in simulation: Various positions in the philosophy of science
Validation in simulation: Various positions in the philosophy of science
1998,
There is still considerable doubt and even anxiety among simulation modelers as to...
Continuous global optimization: An introduction to models, solution approaches, tests and applications
Continuous global optimization: An introduction to models, solution approaches, tests and applications
1999,
First, we present a discussion of the global optimization (GO) paradigm, and the...
Control variates for probability and quantile estimation
Control variates for probability and quantile estimation
1998,
In stochastic systems, quantiles indicate the level of system performance that can be...
Structural comparison of Data Envelopment Analysis and Multiple Objective Linear Programming
Structural comparison of Data Envelopment Analysis and Multiple Objective Linear Programming
1998,
The concept of efficiency as it applies to Decision Making Units (DMUs), solutions and...
SUMT (sequential unconstrained minimization technique) (revisited)
SUMT (sequential unconstrained minimization technique) (revisited)
1998,
Fiacco and McCormick's 1968 book is a classic. It arose out of the authors' activities...
Distribution estimation using Laplace transforms
Distribution estimation using Laplace transforms
1998,
We propose two related methods for deriving probability distribution estimates using...
Constrained maximum-entropy sampling
Constrained maximum-entropy sampling
1998,
A fundamental experimental design problem is to select a most informative subset,...
An introductory tutorial on stochastic linear programming models
An introductory tutorial on stochastic linear programming models
1999,
Linear programming is a fundamental planning tool. It is often difficult to precisely...
Strategic growth options
Strategic growth options
1998,
We provide a strategic rationale for growth options under uncertainty and imperfect...
The analysis of assumptions in model bases using metagraphs
The analysis of assumptions in model bases using metagraphs
1998,
Decision models are often based on certain assumptions as to their validity. Relevant...
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs
1998,
In this paper, we present a realistic portfolio optimization problem which takes into...
Stochastic interest rates with actuarial applications
Stochastic interest rates with actuarial applications
1998,
This paper presents recursive double integral equations to obtain the distribution of...
Inductive reasoning and bounded rationality
Inductive reasoning and bounded rationality
1994,
This paper proposes an approach to understanding the game theoretic and economic...
Infinite horizon production planning in time-varying systems with convex production and inventory costs
Infinite horizon production planning in time-varying systems with convex production and inventory costs
1998,
We consider the planning of production over the infinite horizon in a system with...
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