Journal: European Journal of Operational Research

Found 7937 papers in total
Combining ranked mean value forecasts
Combining ranked mean value forecasts
1996,
A methodology is developed for combining mean value forecasts using not only all the...
A class of options with stochastic lives and an extension of the Black–Scholes formula
A class of options with stochastic lives and an extension of the Black–Scholes formula
1996,
Certain options have a fixed date of maturity but may be cancelled prematurely. This...
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results
1996,
We propose a pricing model for life insurance policies in which the benefits are...
An addendum to the hierarchical network design problem
An addendum to the hierarchical network design problem
1996,
The hierarchical network design problem is the problem to find a spanning tree of...
Identifying Pareto-optimal settlements for two-party resource allocation negotiations
Identifying Pareto-optimal settlements for two-party resource allocation negotiations
1996,
We explore models to identify Pareto-optimal outcomes in two-party multiple program...
Resource allocation to defensive marketing and manufacturing strategies
Resource allocation to defensive marketing and manufacturing strategies
1996,
In this paper, we investigate the coordinated use of marketing and manufacturing...
Transaction costs and efficiency of portfolio strategies
Transaction costs and efficiency of portfolio strategies
1996,
Some recent results for frictionless economies show that popular dynamic portfolio...
Postoptimizing equilibrium flows on large scale networks
Postoptimizing equilibrium flows on large scale networks
1996,
In a large variety of applications, equilibrium traffic flows corresponding to a set...
An implementation of linear and nonlinear multicommodity network flows
An implementation of linear and nonlinear multicommodity network flows
1996,
This work presents a new code for solving the multicommodity network flow problem with...
A note on Kirkwood's algebraic method for decision problems
A note on Kirkwood's algebraic method for decision problems
1996,
The main objectives of this note are to point out some strengths and some limitations...
A comparison of SOM neural network and hierarchical clustering methods
A comparison of SOM neural network and hierarchical clustering methods
1996,
Cluster analysis, the determination of natural subgroups in a data set, is an...
Feed-forward neural networks and feature construction with correlation information: An integrated framework
Feed-forward neural networks and feature construction with correlation information: An integrated framework
1996,
Feature construction has been shown to be a useful technique to improve the efficiency...
Robust optimization models for managing callable bond portfolios
Robust optimization models for managing callable bond portfolios
1996,
A major sector of the bond markets is currently represented by instruments with...
The number of feasible designs in a compatibility matrix
The number of feasible designs in a compatibility matrix
1996,
Many design and planning problems consist of a number of distinct subsystems....
Heuristic and optimization approaches to extending the Kohonen self organizing algorithm
Heuristic and optimization approaches to extending the Kohonen self organizing algorithm
1996,
The Kohonen self organizing neural network has been applied to an increasingly wider...
Geometric three-dimensional assignment problems
Geometric three-dimensional assignment problems
1996,
We investigate two geometric special cases of the three-dimensional assignment...
Mathematical model and method of searching for a local extremum for the non-convex oriented polygons allocation problem
Mathematical model and method of searching for a local extremum for the non-convex oriented polygons allocation problem
1996,
This work deals with the problem of optimal allocation of objects of a so-called...
Coordinated supply chain management
Coordinated supply chain management
1996,
Historically, the three fundamental stages of the supply chain, procurement,...
Optimizing simulated annealing schedules with genetic programming
Optimizing simulated annealing schedules with genetic programming
1996,
Combinatorial optimization problems are encountered in many areas of science and...
On finding a biconnected spanning planar subgraph with applications to the facilities layout problem
On finding a biconnected spanning planar subgraph with applications to the facilities layout problem
1996,
The BSPS problem is to find a planar and biconnected spanning subgraph of a general...
Managing a value-preserving portfolio over time
Managing a value-preserving portfolio over time
1996,
This paper discusses an intertemporally efficient value-preserving consumption plan...
Residence exchange wanted: A stable residence exchange problem
Residence exchange wanted: A stable residence exchange problem
1996,
This paper introduces a special matching problem, the stable residence exchange...
Lagrangean methods for the 0–1 Quadratic Knapsack
Lagrangean methods for the 0–1 Quadratic Knapsack
1996,
It is well known that the Lagrangean decomposition provides better bounds than the...
Speculative dynamics with bounded rationality learning
Speculative dynamics with bounded rationality learning
1996,
We study a linear model for a future market characterized by the presence of different...
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