Journal: Operations Research

Found 2096 papers in total
Generation capacity expansion in imperfectly competitive restructured electricity markets
Generation capacity expansion in imperfectly competitive restructured electricity markets
2005,
We consider three models of investments in generation capacity in restructured...
A mixed complementarity-based equilibrium model of natural gas markets
A mixed complementarity-based equilibrium model of natural gas markets
2005,
We present a new multiseasonal, multiyear, natural gas market equilibrium model based...
A stochastic programming approach to power portfolio optimization
A stochastic programming approach to power portfolio optimization
2006,
We consider a power portfolio optimization model that is intended as a decision aid...
Portfolio optimization with factors, scenarios, and realistic short positions
Portfolio optimization with factors, scenarios, and realistic short positions
2005,
This paper presents fast algorithms for calculating mean-variance efficient frontiers...
A double-exponential fast Gauss transform algorithm for pricing discrete path-dependent options
A double-exponential fast Gauss transform algorithm for pricing discrete path-dependent options
2005,
This paper develops algorithms for the pricing of discretely sampled barrier,...
Exact simulation of stochastic volatility and other affine jump diffusion processes
Exact simulation of stochastic volatility and other affine jump diffusion processes
2006,
The stochastic differential equations for affine jump diffusion models do not yield...
Tracking a financial benchmark using a few assets
Tracking a financial benchmark using a few assets
2006,
We study the problem of tracking a financial benchmark – a continuously...
A new linear programming approach to radiation therapy treatment planning problems
A new linear programming approach to radiation therapy treatment planning problems
2006,
We consider the problem of radiation therapy treatment planning for cancer patients....
Sizing backbone internet links
Sizing backbone internet links
2005,
One of the distinguishing features of a backbone link is that it is designed to carry...
Digital circuit optimization via geometric programming
Digital circuit optimization via geometric programming
2005,
This paper concerns a method for digital circuit optimization based on formulating the...
Dynamic mechanism design for online commerce
Dynamic mechanism design for online commerce
2006,
This paper is a mechanism design study for a monopolist selling multiple identical...
Managing patient service in a diagnostic medical facility
Managing patient service in a diagnostic medical facility
2006,
Hospital diagnostic facilities, such as magnetic resonance imaging centers, typically...
A two-sided optimization for theater ballistic missile defense
A two-sided optimization for theater ballistic missile defense
2005,
We describe JOINT DEFENDER, a new two-sided optimization model for planning the...
A stochastic salvo model for naval surface combat
A stochastic salvo model for naval surface combat
2005,
In this paper, we propose a stochastic version of the salvo model for modern naval...
Firefighter staffing including temporary absences and wastage
Firefighter staffing including temporary absences and wastage
2006,
We examine the problem of determining the annual staffing level that minimizes total...
System-optimal routing of traffic flows with user constraints in networks with congestion
System-optimal routing of traffic flows with user constraints in networks with congestion
2005,
The design of route guidance systems faces a well-known dilemma. The approach that...
Approximation algorithms for problems combining facility location and network design
Approximation algorithms for problems combining facility location and network design
2006,
We present approximation algorithms for integrated logistics problems that combine...
George B. Dantzig: operations research icon; a tribute
George B. Dantzig: operations research icon; a tribute
2005,
This article recalls some of George B. Dantzig's many contributions to operations...
Capacity management in rental businesses with two customer bases
Capacity management in rental businesses with two customer bases
2005,
We consider the allocation of capacity in a system in which rental equipment is...
Dynamic power control in a wireless static channel subject to a quality-of-service constraint
Dynamic power control in a wireless static channel subject to a quality-of-service constraint
2005,
A controller dynamically chooses a state-dependent transmission rate on a static,...
Selection procedures with frequentist expected opportunity cost bounds
Selection procedures with frequentist expected opportunity cost bounds
2005,
Selection procedures help identify the best of a finite set of simulated alternatives....
Effective heuristics for multiproduct partial shipment models
Effective heuristics for multiproduct partial shipment models
2006,
Motivated by real applications, we consider the problem of shipping products to...
A unified mathematical programming framework for different statistical disclosure limitation methods
A unified mathematical programming framework for different statistical disclosure limitation methods
2005,
This paper concerns statistical disclosure control methods to minimize information...
Recovering cyclic schedules using dynamic produce-up-to policies
Recovering cyclic schedules using dynamic produce-up-to policies
2005,
We consider facilities that follow a cyclic schedule to replenish the inventory of a...
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