Journal: Annals of Operations Research

Found 3339 papers in total
A two stage search heuristic for scheduling payments in projects
A two stage search heuristic for scheduling payments in projects
2001,
When the Net Present Value (NPV) of a project is used as a measure of its financial...
Analysis of scheduling schemes and heuristic rules performance in resource-constrained multiproject scheduling
Analysis of scheduling schemes and heuristic rules performance in resource-constrained multiproject scheduling
2001,
Frequently, the availablity of resources assigned to a project is limited and not...
Multiple-project scheduling with controllable project duration and hard resource constraint: Some solvable cases
Multiple-project scheduling with controllable project duration and hard resource constraint: Some solvable cases
2001,
In many large-scale project scheduling problems, multiple projects are either taking...
An exact procedure for the resource-constrained weighted earliness–tardiness project scheduling problem
An exact procedure for the resource-constrained weighted earliness–tardiness project scheduling problem
2001,
In this paper we study the resource-constrained project scheduling problem with...
Uncertainty modelling in software development projects (with case study)
Uncertainty modelling in software development projects (with case study)
2001,
A project scheduling model tailored specifically for software development projects is...
Maximizing the net present value of a project under resource constraints using a Lagrangian relaxation based heuristic with tight upper bounds
Maximizing the net present value of a project under resource constraints using a Lagrangian relaxation based heuristic with tight upper bounds
2001,
Resource-constrained project scheduling under a net present value objective attracts...
Four payment models for the multi-mode resource constrained project scheduling problem with discounted cash flows
Four payment models for the multi-mode resource constrained project scheduling problem with discounted cash flows
2001,
In this paper, the multi-mode resource constrained project scheduling problem with...
Portfolio selection problem with minimax type risk function
Portfolio selection problem with minimax type risk function
2001,
The investor's preference in risk estimation of portfolio selection problems is...
Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
2000,
Improved bounds and simulation procedures on the value of the multivariate normal...
Subroutines for computing normal probabilities of sets – computer experiences
Subroutines for computing normal probabilities of sets – computer experiences
2000,
A subroutine package, called NORSET, has been prepared, that – via Monte Carlo...
Term structure models in multistage stochastic programming: Estimation and approximation
Term structure models in multistage stochastic programming: Estimation and approximation
2000,
This paper investigates some common interest rate models for scenario generation in...
A dual parametrization method for convex semi-infinite programming
A dual parametrization method for convex semi-infinite programming
2000,
We formulate convex semi-infinite programming problems in a functional analytic...
Decomposition and linearization for 0–1 quadratic programming
Decomposition and linearization for 0–1 quadratic programming
2000,
This paper presents a general decomposition method to compute bounds for constrained...
The stochastically subordinated Poisson normal process for modelling financial assets
The stochastically subordinated Poisson normal process for modelling financial assets
2000,
The method of stochastic subordination, or random time indexing, has been recently...
Algorithms for the set covering problem
Algorithms for the set covering problem
2000,
The Set Covering Problem (SCP) is a main model for several important applications,...
Stochastic nonstationary optimization for finding universal portfolios
Stochastic nonstationary optimization for finding universal portfolios
2000,
We apply ideas from stochastic optimization for defining universal portfolios....
A pricing model for American options with Gaussian interest rates
A pricing model for American options with Gaussian interest rates
2000,
In this paper we introduce a new methodology to price American put options under...
A stochastic programming model for currency option hedging
A stochastic programming model for currency option hedging
2000,
In this paper we use a stochastic programming approach to develop currency option...
Beamforming and interference cancellation for capacity gain in mobile networks
Beamforming and interference cancellation for capacity gain in mobile networks
2000,
The growth of wireless communication continues. There is a demand for more user...
Stability properties of a bond portfolio management problem
Stability properties of a bond portfolio management problem
2000,
The bond portfolio management problem is formulated as a multiperiod two-stage or...
Computational discretization algorithms for functional inequality constrained optimization
Computational discretization algorithms for functional inequality constrained optimization
2000,
In this paper, a functional inequality constrained optimization problem is studied...
A new algorithm for constrained matrix least squares approximations
A new algorithm for constrained matrix least squares approximations
2000,
This paper considers the problem of approximating a given symmetric matrix by a...
Valuing flexibility in offshore petroleum projects
Valuing flexibility in offshore petroleum projects
2000,
The average size of discovered petroleum reserves on the Norwegian continental shelf...
An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
2000,
In this paper we study possibilities for complexity reductions in large scale...
Papers per page: