Journal: IMA Journal of Management Mathematics

Found 110 papers in total
Predicting the outcome of the Ryder cup
2013,
The Ryder Cup is played for between the golfers of Europe and the USA and consists of...
Objective time‐binning in exposure variation analysis
2013,
The development of optimized training regimens requires a comprehensive understanding...
Predicting the outcomes of tennis matches using a low‐level point model
2013,
Quantitative analysis in tennis has become more important in recent years with the...
A possibilistic linear programming model for supply chain network design under uncertainty
2013,
In this paper, we develop a possibilistic linear programming model for supply chain...
Generic handicapping for paralympic sports
2013,
Class handicapping methods enable different classes of athletes to compete on equal...
Quantification of competitive balance in European football: development of specially designed indices
2013,
The common competitive balance indices have not been designed to fully account for the...
Kelly's fractional staking updated for betting exchanges
2013,
In 1956, Kelly developed a staking system to calculate the optimal fraction of wealth...
A combined optimization–simulation approach to the master surgical scheduling problem
2013,
This paper addresses the master surgical scheduling problem. First, we present a mixed...
Coordination of advertising in supply chain management with cooperating manufacturer and retailers
2013,
Cooperative (co‐op) advertising is a promotion mechanism widely used by...
Tail‐restricted stochastic dominance
2013,
We introduce here a class for stochastic dominance between two probability...
Optimal pricing and ordering policy for perishable items with limited storage capacity and partial trade credit
2013,
Thangam & Uthayakumar (2010) investigated perishable items with limited storage...
Heuristics for the joint multi‐item replenishment problem under trade credits
2013,
This study deals with a joint multi‐item replenishment problem under trade...
Adjusting supply chain forecasts for short‐term temperature estimates: a case study in a Brewing company
2013,
One of the key drivers of seasonal behaviour in time series is weather, most notably...
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013,
This paper addresses the capital budgeting problem under uncertainty. In particular,...
A neighbourhood property for the job shop scheduling problem with application to hybrid particle swarm optimization
2013,
The job shop scheduling problem (JSSP) is a notoriously difficult problem in...
Maximum‐loss, minimum‐win and the Esscher pricing principle
2012,
Maximum‐loss (Max‐loss) was recently introduced as a valuation...
Solving the Top‐percentile traffic routing problem by Approximate Dynamic Programming
2012,
Internet Service Providers (ISPs) have the ability to route their traffic over...
Operational planning of oil refineries under uncertainty Special issue: Applied Stochastic Optimization
2012,
In this paper, we describe a non‐linear programming model for operational...
Universal confidence sets for the mode of a regression function
2012,
We consider the problem of mode estimation in a random design regression model....
Scenario‐based dynamic corporate bond portfolio management
2012,
The 2008 credit crisis has deeply affected the price of corporate liabilities in both...
Retirement planning in individual asset–liability management
2012,
Increasing financial pressure on State‐controlled pension systems has caused,...
The delay‐time modelling of preventive maintenance of plant given limited PM data and selective repair at PM
1998,
This paper presents a maintenance‐modelling case study of a plant manufacturing...
A modified structural model for credit risk
2011,
In this paper, we modify classical structural models such as the Black–Cox model...
Using a mathematical model to assist with the management of paediatric heart transplant waiting lists: a case study
2011,
It is possible to prolong the life of some paediatric patients awaiting heart...
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