Journal: Operations Research

Found 2096 papers in total
Interdicting a nuclear-weapons project
Interdicting a nuclear-weapons project
2009,
A ‘proliferator’ seeks to complete a first small batch of fission weapons...
Copula-based multivariate input models for stochastic simulation
Copula-based multivariate input models for stochastic simulation
2009,
As large-scale discrete-event stochastic simulation becomes a tool that is used...
The value of multistage stochastic programming in capacity planning under uncertainty
The value of multistage stochastic programming in capacity planning under uncertainty
2009,
This paper addresses a general class of capacity planning problems under uncertainty,...
Protocols with no acknowledgment
Protocols with no acknowledgment
2009,
We study a simple protocol for communication networks, in which users get no receipt...
RFQ auctions with supplier qualification screening
RFQ auctions with supplier qualification screening
2009,
We consider a manufacturer using a request-for-quotes (RFQ) reverse auction in...
Toward robust revenue management: Competitive analysis of online booking
Toward robust revenue management: Competitive analysis of online booking
2009,
In this paper, we consider the revenue management problem from the perspective of...
Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
2009,
Zhao showed that the log barrier associated with the recourse function of two-stage...
Index policies for the admission control and routing of impatient customers to heterogeneous service stations
Index policies for the admission control and routing of impatient customers to heterogeneous service stations
2009,
We propose a general Markovian model for the optimal control of admissions and...
Time-changed birth processes and multiname credit derivatives
Time-changed birth processes and multiname credit derivatives
2009,
A credit investor such as a bank granting loans to firms or an asset manager buying...
Optimal real-time traffic control in Metro stations
Optimal real-time traffic control in Metro stations
2009,
Train movements across railway stations are still operated by human dispatchers....
A risk-averse newsvendor model under the CVaR criterion
A risk-averse newsvendor model under the CVaR criterion
2009,
The classical risk-neutral newsvendor problem is to decide the order quantity that...
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
2008,
This paper describes the financial planning model InnoALM we developed at Innovest for...
Efficient Computation of Hedging Parameters for Discretely Exercisable Options
Efficient Computation of Hedging Parameters for Discretely Exercisable Options
2008,
We propose an algorithm to calculate confidence intervals for the values of hedging...
Service Competition with General Queueing Facilities
Service Competition with General Queueing Facilities
2008,
In many service industries, companies compete with each other on the basis of the...
Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
2008,
We examine a possibly capacitated, periodically reviewed, single–stage inventory...
Simulation-Based Optimization of Virtual Nesting Controls for Network Revenue Management
Simulation-Based Optimization of Virtual Nesting Controls for Network Revenue Management
2008,
Virtual nesting is a popular capacity control strategy in network revenue management....
Optimal Joint Inventory and Transshipment Control Under Uncertain Capacity
Optimal Joint Inventory and Transshipment Control Under Uncertain Capacity
2008,
In this paper, we address the optimal joint control of inventory and transshipment for...
Promised Lead-Time Contracts Under Asymmetric Information
Promised Lead-Time Contracts Under Asymmetric Information
2008,
We study the important problem of how a supplier should optimally share the...
Selecting a Portfolio of Suppliers Under Demand and Supply Risks
Selecting a Portfolio of Suppliers Under Demand and Supply Risks
2008,
We analyze a planning model for a firm or public organization that needs to cover...
On the Structure of Lost-Sales Inventory Models
On the Structure of Lost-Sales Inventory Models
2008,
We provide a new approach to the structural analysis of the standard lost–sales...
The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
2008,
The stochastic knapsack has been used as a model in wide–ranging applications...
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
2008,
We introduce and study a randomized quasi–Monte Carlo method for the simulation...
Optimal Position-Based Warehouse Ordering in Divergent Two-Echelon Inventory Systems
Optimal Position-Based Warehouse Ordering in Divergent Two-Echelon Inventory Systems
2008,
A continuous–review two–echelon inventory system with one central...
The Pseudoflow Algorithm: A New Algorithm for the Maximum-Flow Problem
The Pseudoflow Algorithm: A New Algorithm for the Maximum-Flow Problem
2008,
We introduce the pseudoflow algorithm for the maximum–flow problem that employs...
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