Journal: Annals of Operations Research

Found 3339 papers in total
Suitability and managerial implications of a Master Surgical Scheduling approach
Suitability and managerial implications of a Master Surgical Scheduling approach
2010,
Operating room (OR) planning and scheduling is a popular and challenging subject...
Scheduling preparation of doses for a chemotherapy service
Scheduling preparation of doses for a chemotherapy service
2010,
A fast realization of drugs is an important part in the quality of service of a...
Quality competition for screening and treatment services
Quality competition for screening and treatment services
2010,
This paper examines how quality for one type of preventive health care services,...
Queueing models for appointment-driven systems
Queueing models for appointment-driven systems
2010,
Many service systems are appointment-driven. In such systems, customers make an...
Dimensioning hospital wards using the Erlang loss model
Dimensioning hospital wards using the Erlang loss model
2010,
How many beds must be allocated to a specific clinical ward to meet production...
Convex approximations for a class of mixed-integer recourse models
Convex approximations for a class of mixed-integer recourse models
2010,
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We...
Portfolio optimization for wealth-dependent risk preferences
Portfolio optimization for wealth-dependent risk preferences
2010,
Empirical and theoretical studies of preference structures of investors have long...
An ALM model for pension funds using integrated chance constraints
An ALM model for pension funds using integrated chance constraints
2010,
We discuss integrated chance constraints in their role of short-term risk constraints...
Stochastic programming and the option of doing it differently
Stochastic programming and the option of doing it differently
2010,
Option theory and stochastic programming are tightly linked. Most options can be...
On numerical calculation of probabilities according to Dirichlet distribution
On numerical calculation of probabilities according to Dirichlet distribution
2010,
The main difficulty in numerical solution of probabilistic constrained stochastic...
Re-solving stochastic programming models for airline revenue management
Re-solving stochastic programming models for airline revenue management
2010,
We study some mathematical programming formulations for the origin-destination model...
Living on the edge: how risky is it to operate at the limit of the tolerated risk?
Living on the edge: how risky is it to operate at the limit of the tolerated risk?
2010,
This paper studies some of the implicit risks associated with strategies followed by a...
Extreme events, discounting and stochastic optimization
Extreme events, discounting and stochastic optimization
2010,
The paper analyzes the implications of extreme events on the proper choice of...
An exact approach for solving integer problems under probabilistic constraints with random technology matrix
An exact approach for solving integer problems under probabilistic constraints with random technology matrix
2010,
This paper addresses integer programming problems under probabilistic constraints...
Representing risk preferences in expected utility based decision models
Representing risk preferences in expected utility based decision models
2010,
Users of expected utility based decision models frequently find it useful or necessary...
Some consequences of correlation aversion in decision science
Some consequences of correlation aversion in decision science
2010,
Very often in decision problems with uni- or multivariate objective, many results...
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
2010,
We consider a risk minimization problem in a continuous-time Markovian...
Optimal investment strategy to minimize occupation time
Optimal investment strategy to minimize occupation time
2010,
We find the optimal investment strategy to minimize the expected time that an...
Stochastic models for risk estimation in volatile markets: a survey
Stochastic models for risk estimation in volatile markets: a survey
2010,
Portfolio risk estimation in volatile markets requires employing fat-tailed models for...
Cost minimization and the stochastic discount factor
Cost minimization and the stochastic discount factor
2010,
It is shown that a cost function subject to internal costs of adjustment induces a...
Economically relevant preferences for all observed epsilon
Economically relevant preferences for all observed epsilon
2010,
The common investment decision rules, Markowitz's Mean-Variance (MV) rule and the...
Estimation of production risk and risk preference function: a nonparametric approach
Estimation of production risk and risk preference function: a nonparametric approach
2010,
While estimating parametric production models with risk, one faces two main problems....
A new methodology for studying the equity premium
A new methodology for studying the equity premium
2010,
This paper provides a new framework for the derivation and estimation of consumption...
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
2010,
This work introduces a new analytical approach to the formulation of optimization...
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