Journal: Journal of the Operations Research Society of Japan

Found 541 papers in total
Modeling input allocative efficiency via distance and quasi-distance functions
2003,
Data envelopment analysis (DEA) is an important analytical tool for estimating the...
A Markov chain approach to optimal pinch hitting strategies in a designated hitter rule baseball game
2003,
A baseball game between teams consisting of non-identical players is modeled using a...
Risk minimization in optimal stopping problem and applications
2003,
We consider an optimal stopping problem with a discrete time stochastic process where...
Compromise-based approach to road project selection in Madrid metropolitan area
2003,
This paper deals with an operational technique to specify the utility function in...
Fuzzy partitioning and its application to reservoir operation problem (A multistage approach using Markov chain)
2002,
In this paper, we investigated mathematical models on reservoir operation problem and...
An improved fuzzy MCDM model based on ideal and anti-ideal concepts
2002,
Liang presented a fuzzy multiple criteria decision making (MCDM) method based on the...
Sufficient conditions for nonempty core of minimum cost forest games
2003,
This paper studies problems of establishing a minimum cost network and of determining...
Two examples in a market with two types of indivisible good
2003,
We consider an extension of the ‘permutation game’ of Tijs et al . in...
On the stability of stationary solutions of nonlinear positive semidefinite programs
2003,
In this paper we deal with strong stability of stationary solutions of nonlinear...
Superlinear convergence of the Sheng–Zou–Broyden method for nonlinear least squares problems
2003,
We are concerned with nonlinear least squares problems. It is known that structured...
Conjectures on decay rates of tail probabilities in generalized Jackson and batch movement networks
2003,
Asymptotic decay rates are considered for the stationary joint distributions of...
An allocation of marketing effort
2003,
Well-known goods do not sell well these days. However goods are required to be easily...
Sojourn time in a queue with clustered periodic arrivals
2003,
This paper considers a first-in-first-out single-server queue with independent and...
Determining an equitable allocation of new input and output using data envelopment analysis
2003,
In this paper, we consider the problem of demanding fixed aggregated output from...
Optimal hostage rescue problem where an action can only be taken once – case where its effectiveness vanishes thereafter
2003,
In this paper, we propose a mathematical model for an optimal hostage rescue problem....
On Vargas's proof of consistency test for 3 × 3 comparison matrices in analytic hierarchy process
2002,
In this paper we have raised, discussed, and solved the problems relating the Vargas's...
An intelligent financial ratio selection mechanism for earning forecast
2002,
Conventionally, linear and univariate time series models are broadly used in earning...
Setup cost and lead time reductions on stochastic inventory models with a service level constraint
2002,
The stochastic inventory models analyzed in this paper explore the problem of lead...
New approximation algorithms for MAX 2SAT and MAX DICUT
2003,
We propose a 0.935-approximation algorithm for MAX 2SAT and a 0.863-approximation...
A new second–order cone programming relaxation for max-cut problems
2003,
We propose a new relaxation scheme for the MAX–CUT problem using second-order...
An improved surrogate constraints method for separable nonlinear integer programming
2003,
An improved surrogate constraints method for solving separable nonlinear integer...
The effect of randomized low discrepancy sequences in option pricing
2002,
New derivative products usually have complex payoff structures depending on multiple...
Weekly fractal dimensions of yen–dollar tick-by-tick exchange rates
2002,
In this study, we measure the fractal dimension of dollar/yen exchange rates for each...
Bayesian interpretation of continuous-time universal portfolios
2002,
Under the continuous-time framework with incomplete information on asset price...
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