Journal: European Journal of Operational Research

Found 7937 papers in total
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model
2011,
In this paper a simulation approach for defaultable yield curves is developed within...
Optimal tax depreciation with loss carry-forward and backward options
Optimal tax depreciation with loss carry-forward and backward options
2011,
The choice of depreciation method from among straight-line and accelerated methods can...
A heuristic method for RCPSP with fuzzy activity times
A heuristic method for RCPSP with fuzzy activity times
2011,
In this paper, we propose a heuristic method for resource constrained project...
The Transit Route Arc-Node Service Maximization problem
The Transit Route Arc-Node Service Maximization problem
2011,
This article presents a new method for determining optimal transit routes. The Transit...
A foraging problem: Sit-and-wait versus active predation
A foraging problem: Sit-and-wait versus active predation
2011,
The literature on foraging shows that some predators use a combination of ambush and...
A comparison of global and semi-local approximation in T-stage stochastic optimization
A comparison of global and semi-local approximation in T-stage stochastic optimization
2011,
The paper presents a comparison between two different flavors of nonlinear models to...
Quality improvement vs. advertising support: Which strategy works better for a manufacturer?
Quality improvement vs. advertising support: Which strategy works better for a manufacturer?
2011,
We consider a marketing channel with a single manufacturer and a single retailer,...
The combinatorial bandwidth packing problem
The combinatorial bandwidth packing problem
2011,
In managing a telecommunications network, decisions need to be made concerning the...
The simplified partial digest problem: Approximation and a graph-theoretic model
The simplified partial digest problem: Approximation and a graph-theoretic model
2011,
The goal of the simplified partial digest problem (SPDP) is motivated by the...
Production control and replenishment strategy with multiple suppliers
Production control and replenishment strategy with multiple suppliers
2011,
This paper considers the joint supplier selection, replenishment and manufacturing...
Secure collaborative supply chain planning and inverse optimization ‐ The JELS model
Secure collaborative supply chain planning and inverse optimization ‐ The JELS model
2011,
It is a well-acknowledged fact that collaboration between different members of a...
Inverse variational inequalities with projection-based solution methods
Inverse variational inequalities with projection-based solution methods
2011,
An inverse variational inequality is defined as to find a vector u * ∈ ℝ...
Maritime inventory routing with multiple products: A case study from the cement industry
Maritime inventory routing with multiple products: A case study from the cement industry
2011,
This paper considers a maritime inventory routing problem faced by a major cement...
Technical efficiency estimation with multiple inputs and multiple outputs using regression analysis
Technical efficiency estimation with multiple inputs and multiple outputs using regression analysis
2011,
Regression and linear programming provide the basis for popular techniques for...
Continuous optimization via simulation using Golden Region search
Continuous optimization via simulation using Golden Region search
2011,
Simulation Optimization (SO) is a class of mathematical optimization techniques in...
Nonmonotone adaptive trust region method
Nonmonotone adaptive trust region method
2011,
In this paper, we propose a nonmonotone adaptive trust region method for unconstrained...
Estimation of production technology when the objective is to maximize return to the outlay
Estimation of production technology when the objective is to maximize return to the outlay
2011,
This paper deals with estimation of production technology where endogeneous choice of...
Integrated inventory models considering the two-level trade credit policy and a price-negotiation scheme
Integrated inventory models considering the two-level trade credit policy and a price-negotiation scheme
2010,
This paper develops the integrated inventory models with permissible delay in payment,...
The pyramidal capacitated vehicle routing problem
The pyramidal capacitated vehicle routing problem
2010,
This paper introduces the pyramidal capacitated vehicle routing problem (PCVRP) as a...
A fuzzy linear programming based approach for tactical supply chain planning in an uncertainty environment
A fuzzy linear programming based approach for tactical supply chain planning in an uncertainty environment
2010,
This paper models supply chain (SC) uncertainties by fuzzy sets and develops a fuzzy...
Balancing stochastic two-sided assembly lines: A chance-constrained, piecewise-linear, mixed integer program and a simulated annealing algorithm
Balancing stochastic two-sided assembly lines: A chance-constrained, piecewise-linear, mixed integer program and a simulated annealing algorithm
2010,
Two-sided assembly lines are often designed to produce large-sized products, such as...
An efficient tabu algorithm for the single row facility layout problem
An efficient tabu algorithm for the single row facility layout problem
2010,
The general goal of the facility layout problem is to arrange a given number of...
A multi-objective multi-period stochastic programming model for public debt management
A multi-objective multi-period stochastic programming model for public debt management
2010,
While raising debt on behalf of the government, public debt managers need to consider...
Distributions of rectilinear deviation distance to visit a facility
Distributions of rectilinear deviation distance to visit a facility
2010,
This paper deals with the deviation distance to visit a facility from pre-planned...
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