Journal: Mathematics of Operations Research

Found 1103 papers in total
Credit risk models with incomplete information
Credit risk models with incomplete information
2009,
Incomplete information is at the heart of information-based credit risk models. In...
Stochastic depletion problems: Effective myopic policies for a class of dynamic optimization problems
Stochastic depletion problems: Effective myopic policies for a class of dynamic optimization problems
2009,
This paper presents a general class of dynamic stochastic optimization problems we...
A weighted Kt,t-free t-factor algorithm for bipartite graphs
A weighted Kt,t-free t-factor algorithm for bipartite graphs
2009,
For a simple bipartite graph and an integer t ≥ 2, we consider the problem of...
Queue-and-idleness-ratio controls in many-server service systems
Queue-and-idleness-ratio controls in many-server service systems
2009,
Motivated by call centers, we study large-scale service systems with multiple customer...
An adaptive algorithm for finding the optimal base-stock policy in lost sales inventory systems with censored demand
An adaptive algorithm for finding the optimal base-stock policy in lost sales inventory systems with censored demand
2009,
We consider a periodic-review, single-location, single-product inventory system with...
Tight bounds for permutation flow shop scheduling
Tight bounds for permutation flow shop scheduling
2009,
In flow shop scheduling there are m machines and n jobs, such that every job has to be...
An information-based approximation scheme for stochastic optimization problems in continuous time
An information-based approximation scheme for stochastic optimization problems in continuous time
2009,
Dynamic stochastic optimization problems with a large (possibly infinite) number of...
Maximum entropy principle with general deviation measures
Maximum entropy principle with general deviation measures
2009,
An approach to the Shannon and Rényi entropy maximization problems with...
Online scheduling with bounded migration
Online scheduling with bounded migration
2009,
Consider the classical online scheduling problem, in which jobs that arrive one by one...
Earliest arrival flows with multiple sources
Earliest arrival flows with multiple sources
2009,
Earliest arrival flows capture the essence of evacuation planning. Given a network...
Mathematical programs with complementarity constraints: Convergence properties of a smoothing method
Mathematical programs with complementarity constraints: Convergence properties of a smoothing method
2007,
In this paper, optimization problems P with complementarity constraints are...
Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
2007,
We study properties of systems of linear constraints that are minimally infeasible...
Adaptive Control Variates for Finite-Horizon Simulation
Adaptive Control Variates for Finite-Horizon Simulation
2007,
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed...
An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
An Infinite-Dimensional Linear Programming Algorithm for Deterministic Semi-Markov Decision Processes on Borel Spaces
2007,
We devise an algorithm for solving the infinite–dimensional linear programs that...
Hilbert-Valued Perturbed Subgradient Algorithms
Hilbert-Valued Perturbed Subgradient Algorithms
2007,
We propose a Hilbert–valued perturbed subgradient algorithm with stochastic...
The Demand-Matching Problem
The Demand-Matching Problem
2007,
We examine formulations for the well–known b–matching problem in the...
New Precedence Theorems for One-Machine Weighted Tardiness
New Precedence Theorems for One-Machine Weighted Tardiness
2007,
In an earlier paper by Emmons (1969), the problem of sequencing jobs on a single...
Stochastic Search in a Forest Revisited
Stochastic Search in a Forest Revisited
2007,
We consider a generalization of the model of stochastic search in an out–forest,...
Algorithms for Single-Item Lot-Sizing Problems with Constant Batch Size
Algorithms for Single-Item Lot-Sizing Problems with Constant Batch Size
2007,
The main result of this paper is an O ( n 3 ) algorithm for the single–item...
The “Price of Anarchy” Under Nonlinear and Asymmetric Costs
The “Price of Anarchy” Under Nonlinear and Asymmetric Costs
2007,
In this paper we characterize the “price of anarchy,” i.e., the...
Quasi-Product Forms for Lévy-Driven Fluid Networks
Quasi-Product Forms for Lévy-Driven Fluid Networks
2007,
We study stochastic tree fluid networks driven by a multidimensional Lévy...
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
2007,
In this paper we discuss the sample average approximation (SAA) method for a class of...
Lagrangian Relaxation via Ballstep Subgradient Methods
Lagrangian Relaxation via Ballstep Subgradient Methods
2007,
We exhibit useful properties of ballstep subgradient methods for convex optimization...
Partially B-Regular Optimization and Equilibrium Problems
Partially B-Regular Optimization and Equilibrium Problems
2007,
This paper introduces a concept termed partial B–regularity for a feasible...
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