Journal: Annals of Operations Research

Found 3339 papers in total
Algorithms for solving nonlinear dynamic decision models
Algorithms for solving nonlinear dynamic decision models
1993,
In this paper the authors discuss two Newton-type algorithms for solving economic...
On the existence and computation of an equilibrium in an economy with constant returns to scale production
On the existence and computation of an equilibrium in an economy with constant returns to scale production
1993,
In this paper the authors consider the problem of finding an equilibrium in an economy...
The generalized Leontief input-output model and its application to the choice of new technology
The generalized Leontief input-output model and its application to the choice of new technology
1993,
The Leontief input-output model is generalized and formulated as a generalized linear...
General economic equilibrium and variational inequalities: Existence, uniqueness and sensitivity
General economic equilibrium and variational inequalities: Existence, uniqueness and sensitivity
1993,
This paper uses the theory of variational inequalities to study the general economic...
Well management in the North Sea
Well management in the North Sea
1993,
The purpose of this paper is to describe a planning model for the management of...
Methods for optimizing gas transmission networks
Methods for optimizing gas transmission networks
1993,
The authors describe two methods for the optimization of gas transmission networks....
ORION, minimizing reactive compensation on the electricity transmission system
ORION, minimizing reactive compensation on the electricity transmission system
1993,
This paper describes the need for a tool for reactive power planning and the...
Dynamic scheduling for minimum delay in tandem and parallel constrained queueing models
Dynamic scheduling for minimum delay in tandem and parallel constrained queueing models
1994,
The optimal scheduling problem in two queueing models arising in multihop radio...
Robust connection acceptance control for ATM networks with incomplete source information
Robust connection acceptance control for ATM networks with incomplete source information
1994,
Consider an ATM resource where the statistics of each bursty traffic source are not...
Bandwidth allocation in ATM networks
Bandwidth allocation in ATM networks
1994,
In an ATM network, bandwidth is allocated at different levels and in different stages....
Performance of an ATM multiplexer queue in the fluid approximation using the Benes approach
Performance of an ATM multiplexer queue in the fluid approximation using the Benes approach
1994,
This paper describes a new method for evaluating the queue length distribution in an...
Efficient window flow control for high speed data networks with small buffers
Efficient window flow control for high speed data networks with small buffers
1994,
As the transmission speeds of emerging data networks scale up, the effects of...
Bandwidth allocation and access control in high-speed networks
Bandwidth allocation and access control in high-speed networks
1994,
The problem of bandwidth allocation and access regulation arises in the congestion...
An algorithm for optimal minimax routing in ATM networks
An algorithm for optimal minimax routing in ATM networks
1994,
Asychronous Transfer Mode (ATM) has been adopted by the CCITT as the transport mode in...
A universal building block for the approximate analysis of a shared buffer ATM switch architecture
A universal building block for the approximate analysis of a shared buffer ATM switch architecture
1994,
A universal analytic approximation is proposed for the performance analysis of a...
Bursty traffic modeling and efficient analysis algorithms via fluid-flow models for ATM IBCN
Bursty traffic modeling and efficient analysis algorithms via fluid-flow models for ATM IBCN
1994,
In this paper fluid models for heterogeneous multiplexed traffic are considered....
On the asymptotic analysis of statistical multiplexers with hyper-bursty arrivals
On the asymptotic analysis of statistical multiplexers with hyper-bursty arrivals
1994,
The paper considers multiplexers in discrete time fed by the superposition of...
A bibliography of ATM related papers
A bibliography of ATM related papers
1994,
In this paper, the authors give a list of ATM related papers. This is not a complete...
A model for portfolio management with mortgage-backed securities
A model for portfolio management with mortgage-backed securities
1993,
This paper presents a stochastic programming model for the mamagement of large...
General financial equilibrium with policy interventions: A variational inequality approach
General financial equilibrium with policy interventions: A variational inequality approach
1993,
In this paper a model of general financial equilibrium with policy interventions is...
Valuing flexibility: An impulse control framework
Valuing flexibility: An impulse control framework
1993,
This paper presents a general framework for modeling and evaluating investments which...
Approximate valuation of average options
Approximate valuation of average options
1993,
This paper concerns the valuation of average options of European type where an...
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
1993,
In this paper, the authors first define risk in an axiomatic way and a class of...
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
1993,
The general mean-semivariance portfolio optimization problem seeks to determine the...
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