Journal: Mathematical Methods of Operations Research

Found 203 papers in total
Between a rock and a hard place: the two‐to‐one assignment problem
Between a rock and a hard place: the two‐to‐one assignment problem
2012,
We describe the two‐to‐one assignment problem, a problem in between the...
Consistent cost sharing
Consistent cost sharing
2012,
A new concept of consistency for cost sharing solutions is discussed, analyzed, and...
Integrating inventory control and a price change in the presence of reference price effects: a two‐period model
Integrating inventory control and a price change in the presence of reference price effects: a two‐period model
2012,
Demand and procurement planning for consumer electronics products must cope with short...
A private contributions game for joint replenishment
A private contributions game for joint replenishment
2012,
We study a non‐cooperative game for joint replenishment by n firms that operate...
Stochastic differential portfolio games for an insurer in a jump‐diffusion risk process
Stochastic differential portfolio games for an insurer in a jump‐diffusion risk process
2012,
We discuss an optimal portfolio selection problem of an insurer who faces model...
A very short algebraic proof of the Farkas Lemma
A very short algebraic proof of the Farkas Lemma
2012,
We present a very short algebraic proof of a generalisation of the Farkas Lemma: we...
Accessibility measures to nodes of directed graphs using solutions for generalized cooperative games
Accessibility measures to nodes of directed graphs using solutions for generalized cooperative games
2012,
The aim of this paper consists of constructing accessibility measures to the nodes of...
Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
2012,
Let Z = { Z ( t ), t ≥ 0} be a semimartingale reflecting Brownian motion that lives...
Quantitative stability of mixed‐integer two‐stage quadratic stochastic programs
Quantitative stability of mixed‐integer two‐stage quadratic stochastic programs
2012,
For our introduced mixed‐integer quadratic stochastic program with fixed...
A new second‐order corrector interior‐point algorithm for semidefinite programming
A new second‐order corrector interior‐point algorithm for semidefinite programming
2012,
In this paper, we propose a second‐order corrector interior‐point...
Estimation of more than one parameters in stratified sampling with fixed budget
Estimation of more than one parameters in stratified sampling with fixed budget
2012,
In a multivariate stratified sampling more than one characteristic are defined on...
The nucleolus and the core‐center of multi‐sided Böhm‐Bawerk assignment markets
The nucleolus and the core‐center of multi‐sided Böhm‐Bawerk assignment markets
2012,
We prove that both the nucleolus and the core‐center, i.e., the mass center of...
Optimal partial hedging of an American option: shifting the focus to the expiration date
Optimal partial hedging of an American option: shifting the focus to the expiration date
2012,
As a main contribution we present a new approach for studying the problem of optimal...
Portfolio selection of a closed‐end mutual fund
Portfolio selection of a closed‐end mutual fund
2012,
A well‐known regulation on the management of a closed‐end mutual fund is...
Optimal stopping with random exercise lag
Optimal stopping with random exercise lag
2012,
We study optimal stopping with exponentially distributed exercise lag. We formalize...
Continuous learning methods in two‐buyer pricing problem
Continuous learning methods in two‐buyer pricing problem
2012,
This paper presents continuous learning methods in a monopoly pricing problem where...
Packing chained items in aligned bins with applications to container transshipment and project scheduling
Packing chained items in aligned bins with applications to container transshipment and project scheduling
2012,
Bin packing problems are at the core of many well‐known combinatorial...
Covering models and optimization techniques for emergency response facility location and planning: a review
Covering models and optimization techniques for emergency response facility location and planning: a review
2011,
With emergencies being, unfortunately, part of our lives, it is crucial to efficiently...
New characterizations of the constrained equal awards rule in multi‐issue allocation situations
New characterizations of the constrained equal awards rule in multi‐issue allocation situations
2011,
Multi‐issue allocation situations are used to study the problem of having to...
A branch and price algorithm for the minimum power multicasting problem in wireless sensor networks
A branch and price algorithm for the minimum power multicasting problem in wireless sensor networks
2011,
The Minimum Power Multicast Problem arises in wireless sensor networks and consists in...
Trajectory planning for unmanned aerial vehicles: a network optimization approach
Trajectory planning for unmanned aerial vehicles: a network optimization approach
2011,
This paper presents a new approach for trajectory planning of air vehicles. It...
Markov Decision Processes with Average‐Value‐at‐Risk criteria
Markov Decision Processes with Average‐Value‐at‐Risk criteria
2011,
We investigate the problem of minimizing the...
Maximizing upgrading and downgrading margins for ordinal regression
Maximizing upgrading and downgrading margins for ordinal regression
2011,
In ordinal regression, a score function and threshold values are sought to classify a...
On parametric vector optimization via metric regularity of constraint systems
On parametric vector optimization via metric regularity of constraint systems
2011,
Some metric and graphical regularity properties of generalized constraint systems are...
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