Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
Cost-optimal multistage sampling plans in statistical quality control
Cost-optimal multistage sampling plans in statistical quality control
1995,
Multistage Bayesian decision procedures in statistical quality control are known from...
On-line bin packing-A restricted survey
On-line bin packing-A restricted survey
1995,
In the classical bin packing problem, one is asked to pack items of various sizes into...
Continuous-time portfolio optimization under terminal wealth constraints
Continuous-time portfolio optimization under terminal wealth constraints
1995,
Typically portfolio analysis is based on the expected utility or the mean-variance...
Contingent claim valuation in a market with different interest rates
Contingent claim valuation in a market with different interest rates
1995,
The problem of contingent claim valuation in a market with a higher interest rate for...
Predictors of the outcome of a soccer game-A normative analysis illustrated for the Israeli Soccer League
Predictors of the outcome of a soccer game-A normative analysis illustrated for the Israeli Soccer League
1995,
A basic normative approach is suggested to evaluate a family of predictors of the...
The cone of Monge matrices: Extremal rays and applications
The cone of Monge matrices: Extremal rays and applications
1995,
The authors present an additive characterization of Monge matrices based on the...
The properties of a stochastic optimal sequential strategy for purchaisng information in a project selection problem
The properties of a stochastic optimal sequential strategy for purchaisng information in a project selection problem
1996,
In this article we employ the results of Fatti et al on the expected value of sample...
Cores and related solution concepts for multi-choice games
Cores and related solution concepts for multi-choice games
1995,
A multi-choice game is a generalization of a cooperative game in which each player has...
A bankruptcy problem and an information trading problem: Applications to k-convex games
A bankruptcy problem and an information trading problem: Applications to k-convex games
1995,
The paper is devoted to two real problems that generate a cooperative game model with...
Directed and weighted majority games
Directed and weighted majority games
1995,
In this paper the authors deal with several classes of simple games; the first class...
Games of stopping with infinite horizon
Games of stopping with infinite horizon
1995,
The paper considers two-person zero-sum games of stopping: two players sequentially...
Repeated games and multinomial distributions
Repeated games and multinomial distributions
1995,
The authors consider two person zero-sum games with lack of information on one side...
On the rate of taxation in a cooperative bin packing game
On the rate of taxation in a cooperative bin packing game
1995,
The paper investigates a cooperative game with two types of players envolved: Every...
Probabilistic value pricing
Probabilistic value pricing
1996,
In this paper the authors consider the class of probabilistic value pricing mechanisms...
Optimal node disjoint paths on partial 2-trees: A linear algorithm and polyhedral results
Optimal node disjoint paths on partial 2-trees: A linear algorithm and polyhedral results
1995,
The authors present an O(pën) algorithm for the problem of finding disjoint...
A column generation method for inverse shortest path problems
A column generation method for inverse shortest path problems
1995,
In this paper the authors formulate an inverse shortest path problem as a special...
Optimality conditions for state constrained nonlinear control problems
Optimality conditions for state constrained nonlinear control problems
1995,
The problem of optimal control of nonlinear control and state constrained control...
The effect of information in separable Bayesian semi-Markov control models and its application to investment planning
The effect of information in separable Bayesian semi-Markov control models and its application to investment planning
1995,
The paper considers a separable Bayesian semi-Markov control model to describe...
Strong 0-discount optimal policies in a Markov decision process with a Borel state space
Strong 0-discount optimal policies in a Markov decision process with a Borel state space
1995,
The paper considers a Markov decision process with a Borel state space, a countable...
The Linear Program approach in multi-chain Markov Decision Process revisited
The Linear Program approach in multi-chain Markov Decision Process revisited
1995,
Linear Programming is known to be an important and useful tool for solving Markov...
Constrained Markov decision processes with total cost criteria: Occupation measures and primal LP
Constrained Markov decision processes with total cost criteria: Occupation measures and primal LP
1996,
This paper is the third in a series on constrained Markov decision processes with a...
On equivalent stability properties in semi-infinite optimization
On equivalent stability properties in semi-infinite optimization
1995,
This paper studies noncompact feasible sets of a semi-infinite optimization problem...
Resource leasing and optimal periodic capital investments
Resource leasing and optimal periodic capital investments
1995,
In this paper the authors analyse a fishery resource exploitation model in which a...
Single machine batch scheduling to minimize the weighted number of late jobs
Single machine batch scheduling to minimize the weighted number of late jobs
1996,
The single machine batch scheduling problem to minimize the weighted number of late...
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