Journal: Annals of Operations Research

Found 3339 papers in total
The chain graph sandwich problem
The chain graph sandwich problem
2011,
The chain graph sandwich problem asks: Given a vertex set V , a mandatory edge set E 1...
A Stackelberg game model for resource allocation in cargo container security
A Stackelberg game model for resource allocation in cargo container security
2011,
This paper presents a game theoretic model that analyzes resource allocation...
Optimal sequential inspection policies
Optimal sequential inspection policies
2011,
We consider the problem of combining a given set of diagnostic tests into an...
Using size for bounding expressions of graph invariants
Using size for bounding expressions of graph invariants
2011,
With the help of the AutoGraphiX system, we study relations of the form b ¯ m...
A new column generation algorithm for Logical Analysis of Data
A new column generation algorithm for Logical Analysis of Data
2011,
We present a new column generation algorithm for the determination of a classifier in...
Logical analysis of data: classification with justification
Logical analysis of data: classification with justification
2011,
Learning from examples is a frequently arising challenge, with a large number of...
Approximating zero‐variance importance sampling in a reliability setting
Approximating zero‐variance importance sampling in a reliability setting
2011,
We consider a class of Markov chain models that includes the highly reliable Markovian...
Rare‐event probability estimation with conditional Monte Carlo
Rare‐event probability estimation with conditional Monte Carlo
2011,
Estimation of rare‐event probabilities in high‐dimensional settings via...
A hybrid simulation‐optimization algorithm for the Hamiltonian cycle problem
A hybrid simulation‐optimization algorithm for the Hamiltonian cycle problem
2011,
In this paper, we propose a new hybrid algorithm for the Hamiltonian cycle problem by...
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
2011,
A uniform random vector over a simplex is generated. An explicit expression for the...
Randomized methods based on new Monte Carlo schemes for control and optimization
Randomized methods based on new Monte Carlo schemes for control and optimization
2011,
We address randomized methods for control and optimization based on generating points...
Cooperative Cross‐Entropy method for generating entangled networks
Cooperative Cross‐Entropy method for generating entangled networks
2011,
Survivability is rapidly becoming an important criterion in network design and...
A combined splitting–cross entropy method for rare‐event probability estimation of queueing networks
A combined splitting–cross entropy method for rare‐event probability estimation of queueing networks
2011,
We present a fast algorithm for the efficient estimation of rare‐event (buffer...
An optimal routing policy for unmanned aerial vehicles (analytical and cross‐entropy simulation approach)
An optimal routing policy for unmanned aerial vehicles (analytical and cross‐entropy simulation approach)
2011,
We consider a real‐world problem of military intelligence unit equipped with...
State‐dependent importance sampling schemes via minimum cross‐entropy
State‐dependent importance sampling schemes via minimum cross‐entropy
2011,
We present a method to obtain state‐ and time‐dependent importance...
On adaptive stratification
On adaptive stratification
2011,
This paper investigates the use of stratified sampling as a variance reduction...
Efficient simulation of tail probabilities of sums of correlated lognormals
Efficient simulation of tail probabilities of sums of correlated lognormals
2011,
We consider the problem of efficient estimation of tail probabilities of sums of...
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
2011,
We adopt the multilevel Monte Carlo method introduced by M. Giles (2008) to SDEs with...
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
2011,
We consider a general class of branching methods with killing for the estimation of...
Adaptive importance sampling for network growth models
Adaptive importance sampling for network growth models
2011,
Network Growth Models such as Preferential Attachment and Duplication/Divergence are...
Estimating change‐points in biological sequences via the cross‐entropy method
Estimating change‐points in biological sequences via the cross‐entropy method
2011,
The genomes of complex organisms, including the human genome, are known to vary in GC...
State‐dependent importance sampling for a slowdown tandem queue
State‐dependent importance sampling for a slowdown tandem queue
2011,
In this paper we investigate an advanced variant of the classical (Jackson) tandem...
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology
2011,
This paper addresses the problem of scheduling activities in projects with stochastic...
Testing successive regression approximations by large‐scale two‐stage problems
Testing successive regression approximations by large‐scale two‐stage problems
2011,
A heuristic procedure, called successive regression approximations ( SRA ) has been...
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