Journal: Operations Research

Found 2096 papers in total
Subproblem Approximation in Dantzig-Wolfe Decomposition of Variational Inequality Models with an Application to a Multicommodity Economic Equilibrium Model
Subproblem Approximation in Dantzig-Wolfe Decomposition of Variational Inequality Models with an Application to a Multicommodity Economic Equilibrium Model
2010,
We present a modification to Dantzig-Wolfe decomposition of variational inequality...
Information Acquisition for Capacity Planning via Pricing and Advance Selling: When to Stop and Act?
Information Acquisition for Capacity Planning via Pricing and Advance Selling: When to Stop and Act?
2010,
This paper investigates a capacity planning strategy that collects commitments to...
Competition and Cooperation in a Two-Stage Supply Chain with Demand Forecasts
Competition and Cooperation in a Two-Stage Supply Chain with Demand Forecasts
2010,
We consider a serial supply chain with one supplier and one retailer. Each obtains...
Assortment Planning and Inventory Decisions Under Stockout-Based Substitution
Assortment Planning and Inventory Decisions Under Stockout-Based Substitution
2010,
We present an efficient dynamic programming algorithm to determine the optimal...
Dynamic Supplier Contracts Under Asymmetric Inventory Information
Dynamic Supplier Contracts Under Asymmetric Inventory Information
2010,
In this paper, we examine a supply chain in which a single supplier sells to a...
On the Accuracy of Fluid Models for Capacity Sizing in Queueing Systems with Impatient Customers
On the Accuracy of Fluid Models for Capacity Sizing in Queueing Systems with Impatient Customers
2010,
We consider queueing systems in which customers arrive according to a Poisson process...
Inventory Control with Generalized Expediting
Inventory Control with Generalized Expediting
2010,
We consider a single-item, periodic-review inventory control problem in which discrete...
The cμ/θ Rule for Many-Server Queues with Abandonment
The cμ/θ Rule for Many-Server Queues with Abandonment
2010,
We consider a multiclass queueing system with multiple homogeneous servers and...
An Analytic Method for Evaluating the Performance of Aggregation Rules for Probability Densities
An Analytic Method for Evaluating the Performance of Aggregation Rules for Probability Densities
2010,
It is shown how infinite sequences of densities with defined properties can be used to...
Aggregate Diffusion Dynamics in Agent-Based Models with a Spatial Structure
Aggregate Diffusion Dynamics in Agent-Based Models with a Spatial Structure
2010,
We explicitly calculate the aggregate diffusion dynamics in one-dimensional...
A Computable Plug-In Estimator of Minimum Volume Sets for Novelty Detection
A Computable Plug-In Estimator of Minimum Volume Sets for Novelty Detection
2010,
A minimum volume set of a probability density is a region of minimum size among the...
A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation
A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation
2010,
We develop and evaluate a two-level simulation procedure that produces a confidence...
Functional Optimization Through Semilocal Approximate Minimization
Functional Optimization Through Semilocal Approximate Minimization
2010,
An approach based on semilocal approximation is introduced for the solution of a...
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
2010,
Reliable risk measurement is a key problem for financial institutions and regulatory...
Capacitated serial inventory systems: Sample path and stability properties under base-stock policies
Capacitated serial inventory systems: Sample path and stability properties under base-stock policies
2010,
We study a periodically reviewed multiechelon serial inventory system with a capacity...
Stochastic sequential decision-making with a random number of jobs
Stochastic sequential decision-making with a random number of jobs
2010,
This paper addresses a class of problems in which available resources need to be...
Tackling multiplicity of equilibria with Gröbner bases
Tackling multiplicity of equilibria with Gröbner bases
2010,
Multiplicity of equilibria is a prevalent problem in many economic models. Often...
Sharing supermodular costs
Sharing supermodular costs
2010,
We study cooperative games with supermodular costs. We show that supermodular costs...
Multigrid techniques in economics
Multigrid techniques in economics
2010,
I present a self-contained introduction to multigrid methods with an emphasis on...
Multidimensional mechanism design: Finite-dimensional approximations and efficient computation
Multidimensional mechanism design: Finite-dimensional approximations and efficient computation
2010,
Multidimensional mechanism design problems have proven difficult to solve by extending...
Endogenous selection and moral hazard in compensation contracts
Endogenous selection and moral hazard in compensation contracts
2010,
The two major paradigms in the theoretical agency literature are moral hazard (i.e.,...
On a Markov game with one-sided information
On a Markov game with one-sided information
2010,
We apply the average cost optimality equation to zero-sum Markov games by considering...
A user's guide to solving dynamic stochastic games using the homotopy method
A user's guide to solving dynamic stochastic games using the homotopy method
2010,
This paper provides a step-by-step guide to solving dynamic stochastic games using the...
Option pricing under GARCH processes using PDE methods
Option pricing under GARCH processes using PDE methods
2010,
In this paper, we propose a partial differential equation formulation for the value of...
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