Journal: Mathematical Methods of Operations Research

Found 203 papers in total
Optimizing capacity, pricing and location decisions on a congested network with balking
Optimizing capacity, pricing and location decisions on a congested network with balking
2011,
In this paper, we consider the problem of making simultaneous decisions on the...
Stability analysis of parallel server systems under longest queue first
Stability analysis of parallel server systems under longest queue first
2011,
We consider the stability of parallel server systems under the longest queue first...
Queueing systems with pre‐scheduled random arrivals
Queueing systems with pre‐scheduled random arrivals
2011,
We consider a point process i + ξ i , where i ∈ Z and the ξ i ’s...
On generalized balanced optimization problems
On generalized balanced optimization problems
2011,
In the generalized balanced optimization problem (GBaOP) the objective value max e...
A continuous framework for open pit mine planning
A continuous framework for open pit mine planning
2011,
This paper proposes a new mathematical framework for the open pit mine planning...
The pseudo‐average rule: bankruptcy, cost allocation and bargaining
The pseudo‐average rule: bankruptcy, cost allocation and bargaining
2011,
A division rule for claims problems, also known as bankruptcy or rationing problems,...
Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
2011,
In this paper, we propose a second order interior point algorithm for symmetric cone...
Subexponential loss rate asymptotics for Lévy processes
Subexponential loss rate asymptotics for Lévy processes
2011,
We consider a Lévy process reflected in barriers at 0 and K > 0. The loss...
Optimal spot market inventory strategies in the presence of cost and price risk
Optimal spot market inventory strategies in the presence of cost and price risk
2011,
We consider a firm facing random demand at the end of a single period of random...
The age of the arrival process in the G/M/1 and M/G/1 queues
The age of the arrival process in the G/M/1 and M/G/1 queues
2011,
This paper shows that in the G/M/1 queueing model, conditioning on a busy server, the...
Unboundedness in reverse convex and concave integer programming
Unboundedness in reverse convex and concave integer programming
2010,
In this paper we are concerned with the problem of unboundedness and existence of an...
On the unboundedness of facility layout problems
On the unboundedness of facility layout problems
2010,
Facility layout problems involve the location of facilities in a planar arrangement...
Continuous review inventory models for perishable items ordered in batches
Continuous review inventory models for perishable items ordered in batches
2010,
This paper is an in-depth treatment of an inventory control problem with perishable...
Irreversible capital accumulation under interest rate uncertainty
Irreversible capital accumulation under interest rate uncertainty
2010,
We consider the optimal sequential irreversible investment policy of a value...
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
2010,
We study relaxed stochastic control problems where the state equation is a one...
Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
2010,
We consider asymptotic expansions for defective and excessive renewal equations that...
Global infimum of strictly convex quadratic functions with bounded perturbations
Global infimum of strictly convex quadratic functions with bounded perturbations
2010,
The problem of minimizing &ftilde; = f + p over some convex subset of a Euclidean...
Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service
Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service
2010,
Whereas the buffer content of batch-service queueing systems has been studied...
Optimal portfolio policies under bounded expected loss and partial information
Optimal portfolio policies under bounded expected loss and partial information
2010,
In a market with partial information we consider the optimal selection of portfolios...
Efficient, optimal stochastic-action selection when limited by an action budget
Efficient, optimal stochastic-action selection when limited by an action budget
2010,
The problem that we consider here is a basic operations research problem, but it also...
New sufficient conditions for average optimality in continuous-time Markov decision processes
New sufficient conditions for average optimality in continuous-time Markov decision processes
2010,
This paper is devoted to studying continuous-time Markov decision processes with...
On describing the routing capacity regions of networks
On describing the routing capacity regions of networks
2010,
The routing capacity region of networks with multiple unicast sessions can be...
Two-phase pricing and inventory management for deteriorating and fashion goods under trade credit
Two-phase pricing and inventory management for deteriorating and fashion goods under trade credit
2010,
This study models a finite horizon inventory problem for deteriorating and fashion...
Optimal dividend strategies in a dual model with capital injections
Optimal dividend strategies in a dual model with capital injections
2010,
We study three types of practical optimization problems faced by a firm that can...
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