Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
On quadratic hedging in continuous time
On quadratic hedging in continuous time
2000,
We review the main results in the theory of quadratic hedging in a general incomplete...
Portfolio management with stable distributions
Portfolio management with stable distributions
2000,
The aim of this short review is to outline the main directions of stable Paretian...
Optimal portfolios for exponential Lévy processes
Optimal portfolios for exponential Lévy processes
2000,
We consider the problem of maximizing the expected utility from consumption or...
Price systems constructed by optimal dynamic portfolios
Price systems constructed by optimal dynamic portfolios
2000,
The paper studies connections between arbitrage and utility maximization in a...
The efficient frontier for bounded assets
The efficient frontier for bounded assets
2000,
This paper develops a closed form solution of the mean-variance portfolio selection...
An approximation algorithm for the stack-up problem
An approximation algorithm for the stack-up problem
2000,
We consider the combinatorial stack-up problem motivated by stacking up bins from a...
Packing small boxes into a big box
Packing small boxes into a big box
2000,
The three-dimensional orthogonal packing problem consists of filling a big rectangular...
An inventory system for perishable items with by-products
An inventory system for perishable items with by-products
2000,
We present models for inventory systems with perishable commodities (PISs) in which...
The combinatorial complexity of masterkeying
The combinatorial complexity of masterkeying
2000,
We consider the combinatorial complexity of the algorithmic design of mechanical...
Optimal control of batch service queues with finite service capacity and linear holding costs
Optimal control of batch service queues with finite service capacity and linear holding costs
2000,
We consider the optimal control problem of certain batch service queueing systems with...
Pension funds insurance individuation
Pension funds insurance individuation
2000,
This paper considers an individual's problem and effects on savings for retirement. We...
The proportional value for positive cooperative games
The proportional value for positive cooperative games
2000,
In this article a new value for positive cooperative games is introduced. It...
Perturbation of linear quadratic systems with jump parameters and hybrid controls
Perturbation of linear quadratic systems with jump parameters and hybrid controls
2000,
We consider the problem of the perturbation of a class of linear-quadratic...
A note on compromise values
A note on compromise values
2000,
The aim of this note is to provide a unified theory of all compromise values defined...
Note on the computational complexity of least core concepts for min-costs spanning tree games
Note on the computational complexity of least core concepts for min-costs spanning tree games
2000,
Various least core concepts including the classical least core of cooperative games...
Communication situations with asymmetric players
Communication situations with asymmetric players
2000,
In this paper we study situations where asymmetric players have restricted...
Ideal equilibria in noncooperative multicriteria games
Ideal equilibria in noncooperative multicriteria games
2000,
Pareto equilibria in multicriteria games can be computed as the Nash equilibria of...
The position value for union stable systems
The position value for union stable systems
2000,
In this paper, we study the position value for games in which partial cooperation...
On a game in manufacturing
On a game in manufacturing
2000,
We analyse a non-zero sum two-person game introduced by Teraoka and Yamada to model...
On shortest path games
On shortest path games
2000,
A class of cooperative TU-games arising from shortest path problems is introduced and...
Nonzero-sum non-stationary discounted Markov game model
Nonzero-sum non-stationary discounted Markov game model
2000,
The goal of this paper is provide a theory of K -person non-stationary Markov games...
Movement optimization in flow shop processing with buffers
Movement optimization in flow shop processing with buffers
2000,
We consider the movement minimization problem in a conveyor flow shop processing...
Active and stable project scheduling
Active and stable project scheduling
2000,
The paper proposes a new classification of schedules for resource-constrained project...
Semi-infinite Markov decision processes
Semi-infinite Markov decision processes
2000,
In this paper discounted and average Markov decision processes with finite state space...
Papers per page: