Journal: Operations Research

Found 2096 papers in total
Optimal Contracts for Intermediaries in Online Advertising
Optimal Contracts for Intermediaries in Online Advertising
2017,
In online advertising, the prevalent method advertisers employ to acquire impressions...
Exact Simulation of the SABR Model
Exact Simulation of the SABR Model
2017,
The stochastic alpha‐beta‐rho (SABR) model becomes popular in the...
Product Portfolio Management with Production Flexibility in Agribusiness
Product Portfolio Management with Production Flexibility in Agribusiness
2017,
The acquisition of production flexibility is a well‐documented strategy pursued...
Multilevel Monte Carlo Metamodeling
Multilevel Monte Carlo Metamodeling
2017,
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
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
2017,
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
An O(log n/log log n)-Approximation Algorithm for the Asymmetric Traveling Salesman Problem
2017,
We present a randomized O (log n /log log n )‐approximation algorithm for the...
Risk Aversion, Information Acquisition, and Technology Adoption
Risk Aversion, Information Acquisition, and Technology Adoption
2017,
We use a dynamic programming model to study the impacts of risk aversion on...
Modeling Gas Markets with Endogenous Long-Term Contracts
Modeling Gas Markets with Endogenous Long-Term Contracts
2017,
Since its initial development, long‐term contracts have been associated with...
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
2017,
We consider discounted Markov decision processes (MDPs) with countably‐infinite...
Production with Risk Hedging–Optimal Policy and Efficient Frontier
Production with Risk Hedging–Optimal Policy and Efficient Frontier
2017,
Demand for many products may depend on the price of a tradable asset or on the economy...
Optimal Merchandise Testing with Limited Inventory
Optimal Merchandise Testing with Limited Inventory
2017,
We consider the allocation of inventory to stores in a ‘merchandise test,’...
Node, Edge, Arc Routing and Turn Penalties: Multiple Problems–One Neighborhood Extension
Node, Edge, Arc Routing and Turn Penalties: Multiple Problems–One Neighborhood Extension
2017,
This article explores a structural neighborhood decomposition for arc routing...
Supplier Competition with Option Contracts for Discrete Blocks of Capacity
Supplier Competition with Option Contracts for Discrete Blocks of Capacity
2017,
When a firm faces an uncertain demand, it is common to procure supply using some type...
Optimal Dynamic Auctions for Display Advertising
Optimal Dynamic Auctions for Display Advertising
2017,
In this paper, we investigate the optimal dynamic auction design for the display...
Redundancy-d: The Power of d Choices for Redundancy
Redundancy-d: The Power of d Choices for Redundancy
2017,
Redundancy is an important strategy for reducing response time in multi‐server...
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement
2017,
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
Controlling a Fleet of Unmanned Aerial Vehicles to Collect Uncertain Information in a Threat Environment
2017,
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
A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem
2017,
We examine bilevel mixed‐integer programs whose constraints and objective...
Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs
Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs
2017,
From forecasting competitions to conditional value‐at‐risk requirements,...
Regenerator Location Problem in Flexible Optical Networks
Regenerator Location Problem in Flexible Optical Networks
2017,
In this study, we introduce the regenerator location problem in flexible optical...
On Integral Policies in Deterministic and Stochastic Distribution Systems
On Integral Policies in Deterministic and Stochastic Distribution Systems
2017,
The ‘integrality’ question for dynamic optimization models of inventory...
Mechanism and Network Design with Private Negative Externalities
Mechanism and Network Design with Private Negative Externalities
2017,
A revenue‐maximizing monopolist is selling a single indivisible good to buyers...
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
2017,
We study joint chance constraints where the distribution of the uncertain parameters...
A New Budget Allocation Framework for the Expected Opportunity Cost
A New Budget Allocation Framework for the Expected Opportunity Cost
2017,
In this paper, we present a new budget allocation framework for the problem of...
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