Journal: Annals of Operations Research

Found 3339 papers in total
Two-person non-zero-sum games as multicriteria goal games
Two-person non-zero-sum games as multicriteria goal games
1998,
In this paper, we propose a new way to analyze bimatrix games. This new approach...
Cooperative solutions in an economic growth game
Cooperative solutions in an economic growth game
1998,
A differential game with workers and capitalists as players is considered. The players...
On the structure of the set of Nash equilibria of weakly nondegenerate bimatrix games
On the structure of the set of Nash equilibria of weakly nondegenerate bimatrix games
1998,
In two-person games where each player has a finite number of pure strategies, the set...
Planning under uncertainty
Planning under uncertainty
1999,
This short paper was the banquet speech at the 8th International Conference on...
Preface to Special Issue on ‘Stochastic Programming: The state of the art 1998’
Preface to Special Issue on ‘Stochastic Programming: The state of the art 1998’
1999,
This preface describes some of the papers presented at the 8th International...
Duality and optimality in multistage stochastic programming
Duality and optimality in multistage stochastic programming
1999,
A model of multistage stochastic programming over a scenario tree is developed, in...
The use of discrete moment bounds in probabilistic constrained stochastic programming models
The use of discrete moment bounds in probabilistic constrained stochastic programming models
1999,
In the past few years, efficient methods have been developed for bounding...
Stochastic integer programming: General models and algorithms
Stochastic integer programming: General models and algorithms
1999,
We survey structural properties of and algorithms for stochastic integer programming...
Stochastic programs and statistical data
Stochastic programs and statistical data
1999,
Using statistical data instead of true underlying distributions in a stochastic...
Statistical estimation from an optimization viewpoint
Statistical estimation from an optimization viewpoint
1999,
Statistics and Optimization have been closely linked from the very outset. The search...
Bound-based approximations in multistage stochastic programming: Nonanticipativity aggregation
Bound-based approximations in multistage stochastic programming: Nonanticipativity aggregation
1999,
This paper considers bounding techniques within multistage stochastic programming and...
Gains and costs of information in stochastic programming
Gains and costs of information in stochastic programming
1999,
The paper reviews the role of sensors as a variable depicting information in a...
Some advances in decomposition methods for stochastic linear programming
Some advances in decomposition methods for stochastic linear programming
1999,
Stochastic programming problems have very large dimension and characteristic...
Statistical approximations for stochastic linear programming problems
Statistical approximations for stochastic linear programming problems
1999,
Sampling and decomposition constitute two of the most successful approaches for...
Growth versus security tradeoffs in dynamic investment analysis
Growth versus security tradeoffs in dynamic investment analysis
1999,
This paper presents an approach to the problem of optimal dynamic choice in discrete...
Scenario modeling for the management of international bond portfolios
Scenario modeling for the management of international bond portfolios
1999,
We address the problem of portfolio management in the international bond markets....
The practice of portfolio replication – a practical overview of forward and inverse problems
The practice of portfolio replication – a practical overview of forward and inverse problems
1999,
Portfolio replication is a powerful tool that has proven in practice its applicability...
A review and interpretations of process capability indices
A review and interpretations of process capability indices
1999,
Practitioners of industrial statistics are generally familiar with the common C p and...
Optimal pacing in an assembly-based multi-stage production system
Optimal pacing in an assembly-based multi-stage production system
1999,
We examine periodic pacing in a multi-stage non-synchronous production system where...
A decomposition approximation for assembly–disassembly queueing networks with finite buffer and blocking
A decomposition approximation for assembly–disassembly queueing networks with finite buffer and blocking
1999,
The throughputs of assembly and disassembly queueing networks with finite buffer and...
Linking strategic and tactical planning systems for asset and liability management
Linking strategic and tactical planning systems for asset and liability management
1999,
Total enterprise risk management involves a systematic approach for...
Modelling support for stochastic programs
Modelling support for stochastic programs
1998,
In many decision problems, some of the factors considered are subject to significant...
Modelling aspects of distributed processing in telecommunication networks
Modelling aspects of distributed processing in telecommunication networks
1998,
The purpose of this paper is to formally describe new optimization models for...
The combined distribution and stochastic assignment problem
The combined distribution and stochastic assignment problem
1998,
The combined distribution and assignment problem is the problem of the simultaneous...
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