Journal: Operations Research

Found 2096 papers in total
The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies
The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies
2017,
In this paper we describe the Traveler’s Route Choice Problem (TRCP). This is...
Automated Design of Revenue-Maximizing Combinatorial Auctions
Automated Design of Revenue-Maximizing Combinatorial Auctions
2015,
Designing optimal–that is, revenue‐maximizing–combinatorial...
Unbiased Estimation with Square Root Convergence for SDE Models
Unbiased Estimation with Square Root Convergence for SDE Models
2015,
In many settings in which Monte Carlo methods are applied, there may be no known...
Dynamic Forecasting and Control Algorithms of Glaucoma Progression for Clinician Decision Support
Dynamic Forecasting and Control Algorithms of Glaucoma Progression for Clinician Decision Support
2015,
In managing chronic diseases such as glaucoma, the timing of periodic examinations is...
Necessity of Future Information in Admission Control
Necessity of Future Information in Admission Control
2015,
We study the necessity of predictive information in a class of queueing admission...
Merchant Commodity Storage Practice Revisited
Merchant Commodity Storage Practice Revisited
2015,
Commodity merchants use various heuristics to value leasing contracts on storage...
Non-Stationary Stochastic Optimization
Non-Stationary Stochastic Optimization
2015,
We consider a non‐stationary variant of a sequential stochastic optimization...
Joint Inventory and Cash Management for Multidivisional Supply Chains
Joint Inventory and Cash Management for Multidivisional Supply Chains
2015,
This paper develops a centralized supply chain model that integrates material flows...
Creating More and Better Alternatives for Decisions Using Objectives
Creating More and Better Alternatives for Decisions Using Objectives
2015,
The quality of alternatives is crucial for making good decisions. This research, based...
Government Debt Control: Optimal Currency Portfolio and Payments
Government Debt Control: Optimal Currency Portfolio and Payments
2015,
Motivated by empirical facts, we develop a theoretical model for optimal currency...
Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments
Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments
2015,
Fully sequential ranking‐and‐selection (R&S) procedures to find the...
Adaptive Execution: Exploration and Learning of Price Impact
Adaptive Execution: Exploration and Learning of Price Impact
2015,
We consider a model in which a trader aims to maximize expected risk‐adjusted...
Optimal Sparse Designs for Process Flexibility via Probabilistic Expanders
Optimal Sparse Designs for Process Flexibility via Probabilistic Expanders
2015,
We study the problem of how to design a sparse flexible process structure in a...
Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints
Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints
2015,
We consider a discrete optimization via simulation (DOvS) problem with stochastic...
On Dynamic Decision Making to Meet Consumption Targets
On Dynamic Decision Making to Meet Consumption Targets
2015,
We investigate a dynamic decision model that facilitates a target‐oriented...
Risk Estimation via Regression
Risk Estimation via Regression
2015,
We introduce a regression‐based nested Monte Carlo simulation method for the...
A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management
A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management
2015,
We study the problem of integrated staffing and scheduling under demand uncertainty....
The Data-Driven Newsvendor Problem: New Bounds and Insights
The Data-Driven Newsvendor Problem: New Bounds and Insights
2015,
Consider the newsvendor model, but under the assumption that the underlying demand...
A Robust Optimization Model for Managing Elective Admission in a Public Hospital
A Robust Optimization Model for Managing Elective Admission in a Public Hospital
2015,
The admission of emergency patients in a hospital is unscheduled, urgent, and takes...
Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
2015,
In this paper, we develop a distributionally robust portfolio optimization model where...
An Approximate Dynamic Programming Algorithm for Monotone Value Functions
An Approximate Dynamic Programming Algorithm for Monotone Value Functions
2015,
Many sequential decision problems can be formulated as Markov decision processes...
Ordinal One-Switch Utility Functions
Ordinal One-Switch Utility Functions
2015,
We study the problem of finding ordinal utility functions to rank the outcomes of a...
An Integrated Scheduling and Operations Approach to Airport Congestion Mitigation
An Integrated Scheduling and Operations Approach to Airport Congestion Mitigation
2015,
Most flight delays are created by imbalances between demand and capacity at the...
Dynamic Pricing of Peak Production
Dynamic Pricing of Peak Production
2015,
Peak producers of nonstorable products, such as electricity, provide crucial flexible...
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