Journal: Operations Research
Optimal Contracts for Intermediaries in Online Advertising
In online advertising, the prevalent method advertisers employ to acquire impressions...
Exact Simulation of the SABR Model
The stochastic alpha‐beta‐rho (SABR) model becomes popular in the...
Product Portfolio Management with Production Flexibility in Agribusiness
The acquisition of production flexibility is a well‐documented strategy pursued...
Multilevel Monte Carlo Metamodeling
Approximating the function that maps the input parameters of the simulation model to...
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
We propose an inverse optimization‐based methodology to determine market...
An O(log n/log log n)-Approximation Algorithm for the Asymmetric Traveling Salesman Problem
We present a randomized O (log n /log log n )‐approximation algorithm for the...
Risk Aversion, Information Acquisition, and Technology Adoption
We use a dynamic programming model to study the impacts of risk aversion on...
Modeling Gas Markets with Endogenous Long-Term Contracts
Since its initial development, long‐term contracts have been associated with...
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
Romeijn H Edwin
We consider discounted Markov decision processes (MDPs) with countably‐infinite...
Production with Risk Hedging–Optimal Policy and Efficient Frontier
Yao David D
Demand for many products may depend on the price of a tradable asset or on the economy...
Optimal Merchandise Testing with Limited Inventory
We consider the allocation of inventory to stores in a ‘merchandise test,’...
Node, Edge, Arc Routing and Turn Penalties: Multiple Problems–One Neighborhood Extension
This article explores a structural neighborhood decomposition for arc routing...
Supplier Competition with Option Contracts for Discrete Blocks of Capacity
When a firm faces an uncertain demand, it is common to procure supply using some type...
Optimal Dynamic Auctions for Display Advertising
In this paper, we investigate the optimal dynamic auction design for the display...
Redundancy-d: The Power of d Choices for Redundancy
Redundancy is an important strategy for reducing response time in multi‐server...
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement
Nested estimation involves estimating an expectation of a function of a conditional...
Controlling a Fleet of Unmanned Aerial Vehicles to Collect Uncertain Information in a Threat Environment
Unmanned aerial vehicles (UAVs) have been proved to be successful and efficient for...
A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem
Smith J Cole
We examine bilevel mixed‐integer programs whose constraints and objective...
Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs
Jose Victor Richmond R
From forecasting competitions to conditional value‐at‐risk requirements,...
Regenerator Location Problem in Flexible Optical Networks
Karasan Oya Ekin
In this study, we introduce the regenerator location problem in flexible optical...
On Integral Policies in Deterministic and Stochastic Distribution Systems
The ‘integrality’ question for dynamic optimization models of inventory...
Mechanism and Network Design with Private Negative Externalities
A revenue‐maximizing monopolist is selling a single indivisible good to buyers...
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
We study joint chance constraints where the distribution of the uncertain parameters...
A New Budget Allocation Framework for the Expected Opportunity Cost
In this paper, we present a new budget allocation framework for the problem of...
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