Journal: Annals of Operations Research

Found 3339 papers in total
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
2015,
In the present paper, we derive a closed‐form solution of the...
A consolidated approach to the axiomatization of outranking relations: a survey and new results
A consolidated approach to the axiomatization of outranking relations: a survey and new results
2015,
Outranking relations such as produced by the Electre I or II or the Tactic methods are...
Optimal allocation of water to competing stakeholders in a shared watershed
Optimal allocation of water to competing stakeholders in a shared watershed
2015,
This paper proposes a mathematical model for allocating water to stakeholders of a...
Solving the parametric bipartite maximum flow problem in unbalanced and closure bipartite graphs
Solving the parametric bipartite maximum flow problem in unbalanced and closure bipartite graphs
2015,
Given a directed bipartite graph G = ( V , E ) with a node set V = { s } ∪ V 1...
Cost minimising order schedules for a capacitated inventory system
Cost minimising order schedules for a capacitated inventory system
2015,
In this paper, we study an inventory system with multiple retailers under periodic...
Optimal trading of algorithmic orders in a liquidity fragmented market place
Optimal trading of algorithmic orders in a liquidity fragmented market place
2015,
An optimization model for the execution of algorithmic orders at multiple trading...
Capacitated lot sizing problems with inventory bounds
Capacitated lot sizing problems with inventory bounds
2015,
In this paper, we study the single‐item and the multi‐item capacitated...
An integrated supply chain problem: a nested lagrangian relaxation approach
An integrated supply chain problem: a nested lagrangian relaxation approach
2015,
The integration of tactical‐level with strategic‐level decisions in the...
An empirical study of returns to scale of CPA firms in the post SOX era
An empirical study of returns to scale of CPA firms in the post SOX era
2015,
This paper performs empirical tests for the returns to scale pattern of certified...
Preprocessing and an improved MIP model for examination timetabling
Preprocessing and an improved MIP model for examination timetabling
2015,
We address the examination timetabling problem proposed in the second International...
A Robust optimization approach to assess the effect of delays in the connection-to-the-grid time of new generation power plants over transmission expansion planning
A Robust optimization approach to assess the effect of delays in the connection-to-the-grid time of new generation power plants over transmission expansion planning
2015,
Construction times of new power plants are subject to uncertainty in deregulated...
Valuated matroid-based algorithm for submodular welfare problem
Valuated matroid-based algorithm for submodular welfare problem
2015,
An algorithm for the submodular welfare problem is proposed based on the theory of...
A bargaining procedure leading to the serial rule in games with veto players
A bargaining procedure leading to the serial rule in games with veto players
2015,
This paper studies an allocation procedure for coalitional games with veto players....
Systematic evolutionary algorithm for general multilevel Stackelberg problems with bounded decision variables (SEAMSP)
Systematic evolutionary algorithm for general multilevel Stackelberg problems with bounded decision variables (SEAMSP)
2015,
Multilevel Stackelberg problems are nested optimization problems which reply optimally...
Calibration, sharpness and the weighting of experts in a linear opinion pool
Calibration, sharpness and the weighting of experts in a linear opinion pool
2015,
Linear opinion pools are the most common form of aggregating the probabilistic...
Multi-criteria decision making based on relative measures
Multi-criteria decision making based on relative measures
2015,
According to regret theory, decision makers may care more about the relative values...
Sustainable supply chain management: a modeling perspective
Sustainable supply chain management: a modeling perspective
2015,
Nowadays, the integration of sustainability into supply chain management (SCM) is a...
OSGA: genetic-based open-shop scheduling with consideration of machine maintenance in small and medium enterprises
OSGA: genetic-based open-shop scheduling with consideration of machine maintenance in small and medium enterprises
2015,
The problem of open‐shop scheduling includes a set of activities which must be...
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
2014,
We consider a compound Poisson surplus process perturbed by diffusion with debit...
Importance measures in reliability and mathematical programming
Importance measures in reliability and mathematical programming
2014,
The importance measures have been a sensitivity analysis for a probabilistic system...
A note on allocation of portfolio shares of random assets with Archimedean copula
A note on allocation of portfolio shares of random assets with Archimedean copula
2014,
This paper further studies the single‐period portfolio allocation of risk...
A new look at dynamic behavior of binary coherent system from a state‐level perspective
A new look at dynamic behavior of binary coherent system from a state‐level perspective
2014,
In this paper we study lifetime properties of binary coherent systems from a...
On maximum order statistics from heterogeneous geometric variables
On maximum order statistics from heterogeneous geometric variables
2014,
Let X 1 , X 2 be independent geometric random variables with parameters p 1 , p 2 ,...
Auditing Shaked and Shanthikumar’s ‘excess wealth’
Auditing Shaked and Shanthikumar’s ‘excess wealth’
2014,
A notion called ‘excess wealth’ was introduced by Shaked and Shanthikumar...
Papers per page: