Journal: Annals of Operations Research

Found 3339 papers in total
Dynamic consistency for stochastic optimal control problems
Dynamic consistency for stochastic optimal control problems
2012,
For a sequence of dynamic optimization problems, we aim at discussing a notion of...
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
2012,
Generalizations of the results of an earlier paper of the second author, related to...
Polynomial bases on the numerical solution of the multivariate discrete moment problem
Polynomial bases on the numerical solution of the multivariate discrete moment problem
2012,
The multivariate discrete moment problem (MDMP) has been introduced by Prékopa....
Entropy programming modeling of IBNR claims reserves
Entropy programming modeling of IBNR claims reserves
2012,
The key focus of the paper is the introduction of a new deterministic approach to...
Augmented Lagrangian method for probabilistic optimization
Augmented Lagrangian method for probabilistic optimization
2012,
We analyze nonlinear stochastic optimization problems with probabilistic constraints...
On long‐term arbitrage opportunities in Markovian models of financial markets
On long‐term arbitrage opportunities in Markovian models of financial markets
2012,
A discrete‐time infinite horizon stock market model is considered where the...
Scenario decomposition of risk‐averse multistage stochastic programming problems
Scenario decomposition of risk‐averse multistage stochastic programming problems
2012,
For a risk‐averse multistage stochastic optimization problem with a finite...
Energy contracts management by stochastic programming techniques
Energy contracts management by stochastic programming techniques
2012,
We consider the problem of optimal management of energy contracts, with bounds on the...
Real time estimation of stochastic volatility processes
Real time estimation of stochastic volatility processes
2012,
Autoregressive conditional heteroscedastic (ARCH) processes and their extensions known...
Convex approximations in stochastic programming by semidefinite programming
Convex approximations in stochastic programming by semidefinite programming
2012,
The following question arises in stochastic programming: how can one approximate a...
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
2012,
A stochastic quasigradient algorithm is suggested for solving the quantile...
On computing optimal (Q,r) replenishment policies under quantity discounts
On computing optimal (Q,r) replenishment policies under quantity discounts
2012,
This article studies the classical reorder quantity, order point ( Q , r ) continuous...
Some equilibrium problems under uncertainty and random variational inequalities
Some equilibrium problems under uncertainty and random variational inequalities
2012,
In this paper we describe some nonlinear equilibrium problems under uncertainty...
A polling model with reneging at polling instants
A polling model with reneging at polling instants
2012,
In this paper we consider a single‐server, cyclic polling system with...
Stability of a spatial polling system with greedy myopic service
Stability of a spatial polling system with greedy myopic service
2012,
This paper studies a spatial queueing system on a circle, polled at random locations...
Time‐limited polling systems with batch arrivals and phase‐type service times
Time‐limited polling systems with batch arrivals and phase‐type service times
2012,
In this paper, we develop a general framework to analyze polling systems with either...
Analysis of multiclass Markovian polling systems with feedback and composite scheduling algorithms
Analysis of multiclass Markovian polling systems with feedback and composite scheduling algorithms
2012,
We consider multiclass Markovian polling systems with feedback and analyze their...
Polling models with multi‐phase gated service
Polling models with multi‐phase gated service
2012,
In this paper we introduce and analyze a new class of service policies called...
Continuous polling models and application to ferry assisted WLAN
Continuous polling models and application to ferry assisted WLAN
2012,
In this paper we focus on a class of polling systems encountered while modeling the...
On the stability of a polling system with an adaptive service mechanism
On the stability of a polling system with an adaptive service mechanism
2012,
We consider a single‐server cyclic polling system with three queues where the...
Gated polling with stationary ergodic walking times, Markovian routing and random feedback
Gated polling with stationary ergodic walking times, Markovian routing and random feedback
2012,
We investigate a gated polling system with semi‐linear feedback and Markovian...
Multi‐service multi‐facility network design under uncertainty
Multi‐service multi‐facility network design under uncertainty
2012,
The problem of designing high speed networks using different modules of link...
Evaluation of photovoltaic cells in a multi‐criteria decision making process
Evaluation of photovoltaic cells in a multi‐criteria decision making process
2012,
The requirements to satisfy the energy needs of today without compromising those of...
Polyhedral study of the maximum common induced subgraph problem
Polyhedral study of the maximum common induced subgraph problem
2012,
In this paper we present an exact algorithm for the Maximum Common Induced Subgraph...
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