Country: United States

Found 17049 papers in total
Steady-state approximation of a multiechelon multi-indentured repairable-item inventory system with a single repair facility
Steady-state approximation of a multiechelon multi-indentured repairable-item inventory system with a single repair facility
1993,
The authors model a two-echelon multi-indentured repairable-item inventory system...
Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications
Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications
1991,
A large class of Markov chains with so-called - and -transition matrices...
Experimentation and optimal output decisions: The cooperative versus the entrepreneurial firm
Experimentation and optimal output decisions: The cooperative versus the entrepreneurial firm
1993,
This paper studies and contrasts the experimental inclinations of entrepreneurial and...
The dynamic lot-sizing model with backlogging: A simple O(nlogn) algorithm and minimal forecast horizon procedure
The dynamic lot-sizing model with backlogging: A simple O(nlogn) algorithm and minimal forecast horizon procedure
1993,
The authors develop a simple O( n log n) solution method for the standard lot-sizing...
On network flow equations and splitting formulas for sojourn times in queueing networks
On network flow equations and splitting formulas for sojourn times in queueing networks
1991,
Lemoine’s network flow equations are generalized to the case of multiserver...
The capital asset pricing model with diverse holding periods
The capital asset pricing model with diverse holding periods
1992,
Assuming that assets are traded in discrete time and that risk averse investors differ...
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
1992,
Tinic and West argue that a tradeoff between risk and return exists only in January....
Growth versus security in dynamic investment analysis
Growth versus security in dynamic investment analysis
1992,
This paper concerns the problem of optimal dynamic choice in discrete time for an...
The solution of multiperiod network models with bundle constraints by aggregation
The solution of multiperiod network models with bundle constraints by aggregation
1993,
The authors present a new network aggregtion/disaggregation approach for solving a...
Daily stock market volatility: 1928-1989
Daily stock market volatility: 1928-1989
1992,
This paper examines the daily return variability of the S&P 500 and the Dow Jones...
The pricing of Japanese equity warrants
The pricing of Japanese equity warrants
1992,
Discrepancies between the Black-Scholes value of Japanese equity warrants and their...
Stochastic network programming for financial planning problems
Stochastic network programming for financial planning problems
1992,
Several financial planning problems are posed as dynamic generalized network models...
Neural networks with memory
Neural networks with memory
1991,
This paper is divided into four parts. Part 1 contains a survey of three neural...
Complete prepayment models for mortgage-backed securities
Complete prepayment models for mortgage-backed securities
1992,
The estimation of prepayment rates for pools of mortgages is a critical component in...
A neural network-based automated inspection system with an application to surface mount devices
A neural network-based automated inspection system with an application to surface mount devices
1993,
Surface mount technology is becoming popular in electronic assembly. Since most...
The non-parameter penalty function method in constrained optimal control problems
The non-parameter penalty function method in constrained optimal control problems
1991,
This paper is concerned with the generalization, numerical implementation and testing...
A linear-programming-based method for determining whether or not n demand points are on a hemisphere
A linear-programming-based method for determining whether or not n demand points are on a hemisphere
1993,
Whenever n demand points are located on a hemisphere, spherical location problems can...
Service-adaptive multitype repairman problems
Service-adaptive multitype repairman problems
1993,
The classical ‘repairman problem’ is generalized to consider r...
A two-machine repair model with variable repair rate
A two-machine repair model with variable repair rate
1993,
A two-unit cold standby production system with one repairman is considered. After...
A note (and a ‘further note’) on parallel machine replacement
A note (and a ‘further note’) on parallel machine replacement
1993,
Jones, Zydiak, and Hopp consider the parallel machine replacement problem (PMRP) in...
Habitual domains
Habitual domains
1991,
This paper offers an introductory view of the concept of habitual domains. It...
Computers and operations research: A marriage for growth
Computers and operations research: A marriage for growth
1992,
Rapid changes in both hardware and software computer technology pose many challenges...
Optimizing disaster relief: Real-time operational and tactical decision support
Optimizing disaster relief: Real-time operational and tactical decision support
1993,
The authors introduce a real-time decision support system which uses optimization...
Optimal process control through computer simulation
Optimal process control through computer simulation
1993,
Process engineers are often confronted with optimal control problems, in which one or...
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