Journal: Annals of Operations Research

Found 3339 papers in total
Single machine total tardiness maximization problems: complexity and algorithms
Single machine total tardiness maximization problems: complexity and algorithms
2013,
In this paper, we consider some scheduling problems on a single machine, where...
Constrained Markov decision processes with first passage criteria
Constrained Markov decision processes with first passage criteria
2013,
This paper deals with constrained Markov decision processes (MDPs) with first passage...
Flow shop scheduling with peak power consumption constraints
Flow shop scheduling with peak power consumption constraints
2013,
We study scheduling as a means to address the increasing energy concerns in...
Depth‐first heuristic search for the job shop scheduling problem
Depth‐first heuristic search for the job shop scheduling problem
2013,
We evaluate two variants of depth‐first search algorithms and consider the...
Multi‐objective seaport planning by MOORA decision making
Multi‐objective seaport planning by MOORA decision making
2013,
An approach is needed to localize in an optimal way a seaport facing different...
On cumulative jump random variables
On cumulative jump random variables
2013,
Stochastic models for phenomena that can exhibit sudden changes involve the use of...
Algorithmic and structural aspects of the P 3‐Radon number
Algorithmic and structural aspects of the P 3‐Radon number
2013,
The generalization of classical results about convex sets in ℝ n to abstract...
A simulated annealing based genetic local search algorithm for multi‐objective multicast routing problems
A simulated annealing based genetic local search algorithm for multi‐objective multicast routing problems
2013,
This paper presents a new hybrid evolutionary algorithm to solve...
Capacity allocation for demand of different customer‐product‐combinations with cancellations, no‐shows, and overbooking when there is a sequential delivery of service
Capacity allocation for demand of different customer‐product‐combinations with cancellations, no‐shows, and overbooking when there is a sequential delivery of service
2013,
We consider a problem where different classes of customers can book different types of...
The impact of customer returns on supply chain decisions under various channel interactions
The impact of customer returns on supply chain decisions under various channel interactions
2013,
We examine a supply chain in which a manufacturer supplies a single product to a...
Complexity of solution structures in nonlinear pricing
Complexity of solution structures in nonlinear pricing
2013,
This paper characterizes and enumerates the possible solution structures in nonlinear...
Optimization with a class of multivariate integral stochastic order constraints
Optimization with a class of multivariate integral stochastic order constraints
2013,
We study convex optimization problems with a class of multivariate integral stochastic...
An iterative approach for the serial batching problem with parallel machines and job families
An iterative approach for the serial batching problem with parallel machines and job families
2013,
In this paper, we consider a parallel machine scheduling problem to minimize the total...
An effective heuristic for the two‐dimensional irregular bin packing problem
An effective heuristic for the two‐dimensional irregular bin packing problem
2013,
This paper proposes an adaptation, to the two‐dimensional irregular bin packing...
Optimal and coherent economic‐capital structures: evidence from long and short‐sales trading positions under illiquid market perspectives
Optimal and coherent economic‐capital structures: evidence from long and short‐sales trading positions under illiquid market perspectives
2013,
This paper broadens research literature associated with the assessment of modern...
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
2013,
Risk management through marginal rebalancing is important for institutional investors...
A new method for mean‐variance portfolio optimization with cardinality constraints
A new method for mean‐variance portfolio optimization with cardinality constraints
2013,
Several portfolio selection models take into account practical limitations on the...
A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
2013,
Venture capital has proven to be an essential resource for economic growth, especially...
Financial planning for young households
Financial planning for young households
2013,
We analyze the financial planning problems of young households whose main decisions...
Linking customer satisfaction, employee appraisal, and business performance: an evaluation methodology in the banking sector
Linking customer satisfaction, employee appraisal, and business performance: an evaluation methodology in the banking sector
2013,
The linkage among customer satisfaction, employee evaluation, and business performance...
Exact and heuristic approaches for the index tracking problem with UCITS constraints
Exact and heuristic approaches for the index tracking problem with UCITS constraints
2013,
Index tracking aims at determining an optimal portfolio that replicates the...
Portfolio optimization based on downside risk: a mean‐semivariance efficient frontier from Dow Jones blue chips
Portfolio optimization based on downside risk: a mean‐semivariance efficient frontier from Dow Jones blue chips
2013,
To create efficient funds appealing to a sector of bank clients, the objective of...
CDS volatility: the key signal of credit quality
CDS volatility: the key signal of credit quality
2013,
This paper investigates the role of CDS volatility in providing information concerning...
Fast gradient descent method for Mean‐CVaR optimization
Fast gradient descent method for Mean‐CVaR optimization
2013,
We propose an iterative gradient descent algorithm for solving scenario‐based...
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