Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
Optimal volume subintervals with k points and star discrepancy via integer programming
Optimal volume subintervals with k points and star discrepancy via integer programming
2001,
Given n points in the s -dimensional unit cube, we consider the problem of finding a...
An optimal bound for d.c. programs with convex constraints
An optimal bound for d.c. programs with convex constraints
2001,
A well-known strategy for obtaining a lower bound on the minimum of a d.c. function f...
On the existence and connectedness of solution sets of vector variational inequalities
On the existence and connectedness of solution sets of vector variational inequalities
2001,
In this paper, we consider a more general form of weak vector variational inequalities...
Newton methods for solving nonsmooth equations via a new subdifferential
Newton methods for solving nonsmooth equations via a new subdifferential
2001,
A new subdifferential for a locally Lipschitzian function is proposed. Based on this...
Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
2001,
In this paper simulated annealing algorithms for continuous global optimization are...
The integral basis method for integer programming
The integral basis method for integer programming
2001,
This paper introduces an exact algorithm for solving integer programs, neither using...
New class of 0–1 integer programs with tight approximation via linear relaxations
New class of 0–1 integer programs with tight approximation via linear relaxations
2001,
We consider the problem of estimating optima of integer programs {max cx |...
On the solution of mathematical programming problems with equilibrium constraints
On the solution of mathematical programming problems with equilibrium constraints
2001,
Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear...
Some existence results of efficiency in vector optimization
Some existence results of efficiency in vector optimization
2001,
This paper presents several new results concerning the existence of efficient...
Multiobjective duality for convex–linear problems II
Multiobjective duality for convex–linear problems II
2001,
A multiobjective programming problem characterized by convex goal functions and linear...
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
2001,
The paper analyzes stochastic optimization problems involving random fields on...
Identifying non-active restrictions in convex quadratic programming
Identifying non-active restrictions in convex quadratic programming
2001,
Convex quadratic programming (QP) is of reviving interest in the last few years, since...
Optimal control of arrivals in tandem queues of constant service time
Optimal control of arrivals in tandem queues of constant service time
2001,
We propose an optimal schedule for multiple classes of arrivals in a queueing system...
The control policy of an M[X]/G/1 queueing system with server startup and two vacation types
The control policy of an M[X]/G/1 queueing system with server startup and two vacation types
2001,
This paper studies the optimal control of an M [X] /G/1 queue with two types of...
Optimal hydrothermal scheduling with variable production coefficient
Optimal hydrothermal scheduling with variable production coefficient
2002,
We consider the optimal operation of a hydroelectric plant supplemented by a set of...
The impact of fat tailed returns on asset allocation
The impact of fat tailed returns on asset allocation
2002,
This paper analyzes the asset allocation problem of an investor who can invest in...
Portfolio selection with stable distributed returns
Portfolio selection with stable distributed returns
2002,
This paper analyzes and discusses the stable distributional approach in portfolio...
Superreplication of European multiasset derivatives with bounded stochastic volatility
Superreplication of European multiasset derivatives with bounded stochastic volatility
2002,
In this paper we analyze the superreplication approach in stochastic volatility models...
Shortfall risk minimization under model uncertainty in the binomial case: Adaptive and robust approaches
Shortfall risk minimization under model uncertainty in the binomial case: Adaptive and robust approaches
2001,
We consider the problem of minimizing the shortfall risk when the aim is to hedge a...
Reward functionals, salvage values, and optimal stopping
Reward functionals, salvage values, and optimal stopping
2001,
We consider the optimal stopping of a linear diffusion in a problem subject to both a...
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
2001,
In this paper necessary and sufficient conditions for a multicriteria stochastic...
New product introduction: Goodwill, time and advertising cost
New product introduction: Goodwill, time and advertising cost
2002,
The advertising activity has an important role in the introduction of a new product....
A comparison result for Forward–Backward Stochastic Differential Equations with applications to decision theory
A comparison result for Forward–Backward Stochastic Differential Equations with applications to decision theory
2001,
In general, a comparison Lemma for the solutions of Forward–Backward Stochastic...
The impact of time-varying demand and production rates on determining inventory policy
The impact of time-varying demand and production rates on determining inventory policy
2001,
This paper addresses the issues of the optimal replenishment schedule for the...
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