Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
A steepest ascent approach to maximizing the net present value of projects
A steepest ascent approach to maximizing the net present value of projects
2001,
We study the scheduling of projects subject to general temporal constraints between...
Variations of the Cox–Ross–Rubinstein model – conservative pricing strategies
Variations of the Cox–Ross–Rubinstein model – conservative pricing strategies
2001,
Binomial models of n -period financial markets are of considerable practical and...
On-line portfolio selection strategy with prediction in the presence of transaction costs
On-line portfolio selection strategy with prediction in the presence of transaction costs
2001,
An on-line portfolio selection strategy with transaction costs is presented. It...
Average cost per unit time control of stochastic manufacturing systems: Revisited
Average cost per unit time control of stochastic manufacturing systems: Revisited
2001,
An optimal production planning for a stochastic manufacturing system is considered....
Characterizations of efficient points in convex vector optimization problems
Characterizations of efficient points in convex vector optimization problems
2001,
We present a geometrical characterization of weakly efficient points which generalizes...
Generalized properly efficient solutions of vector optimization problems
Generalized properly efficient solutions of vector optimization problems
2001,
Generalized properly efficient solutions of a vector optimization problem (VP) are...
On cone characterizations of weak, proper and Pareto optimality in multiobjective optimization
On cone characterizations of weak, proper and Pareto optimality in multiobjective optimization
2001,
Efficient, weakly and properly Pareto optimal solutions of multi-objective...
Burst arrival queues with server vacations and random timers
Burst arrival queues with server vacations and random timers
2001,
We derive performance measures for burst arrival (e.g. messages of variable length...
A multiobjective control approach to priority queues
A multiobjective control approach to priority queues
2001,
This paper introduces a multiobjective control formulation of the priority assignment...
Solving optimal stopping problems of linear diffusions by applying convolution approximations
Solving optimal stopping problems of linear diffusions by applying convolution approximations
2001,
We study how the convolution approximation of continuous mappings can be applied in...
Two extensions of the Shapley value for cooperative games
Two extensions of the Shapley value for cooperative games
2001,
Two extensions of the Shapley value are given. First we consider a probabilistic...
Convex games and feasible sets in control theory
Convex games and feasible sets in control theory
2001,
The presented TEM-model describes the economical interaction between several actors...
The Shapley value for games on matroids: The static model
The Shapley value for games on matroids: The static model
2001,
In the classical model of cooperative games, it is considered that each coalition of...
Optimal switching problem for countable Markov chains: average reward criterion
Optimal switching problem for countable Markov chains: average reward criterion
2001,
Optimal switching we consider is the following generalization of optimal stopping: (i)...
Markov decision processes with a stopping time constraint
Markov decision processes with a stopping time constraint
2001,
In this paper, the optimization problem from a stopped Markov decision process with...
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
2001,
This paper uses linear programming to numerically evaluate the Laplace transform of...
Extended and strongly extended well-posedness of set-valued optimization problems
Extended and strongly extended well-posedness of set-valued optimization problems
2001,
In this paper, we deal with the extended well-posedness and strongly extended...
Classical cuts for mixed-integer programming and branch-and-cut
Classical cuts for mixed-integer programming and branch-and-cut
2001,
We review classical valid linear inequalities for mixed-integer programming, i.e.,...
Strong duality of the general capacity problem in metric spaces
Strong duality of the general capacity problem in metric spaces
2001,
This paper concerns the general capacity (GC) problem on metric spaces. Conditions are...
Pricing of the American option in discrete time under proportional transaction costs
Pricing of the American option in discrete time under proportional transaction costs
2001,
In this paper pricing of the American option in a discrete time financial market with...
Duality for portfolio optimization with short sales
Duality for portfolio optimization with short sales
2001,
We consider the classical Markowitz portfolio optimization problem with additional...
A multi-item continuous review inventory system with compound Poisson demands
A multi-item continuous review inventory system with compound Poisson demands
2001,
In this paper, we consider a multi-item continuous review inventory system with...
A note for ‘On an inventory model for deteriorating items and time-varying demand’
A note for ‘On an inventory model for deteriorating items and time-varying demand’
2001,
In this technical note we discuss a paper of Benkherouf and Balkhi recently published...
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
2000,
This note concerns Markov decision processes on a discrete state space. It is supposed...
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