Journal: Operations Research

Found 2096 papers in total
Capital budgeting under uncertainty – an integrated approach using contingent claims analysis and integer programming
2001,
Recently the application of contingent claims analysis and dynamic programming to...
Performance evaluation in stochastic environments using mean-variance data envelopment analysis
2001,
Traditional Data Envelopment Analysis neglects uncertainty for the input–output...
Hedging derivative securities and incomplete markets: An ε-arbitrage approach
2001,
Given a European derivative security with an arbitrary payoff function and a...
Coordination of production/distribution networks with unbalanced leadtimes
2000,
We investigate multiproduct, multilocation production/distribution networks with...
Periodic scheduling with service constraints
2000,
We consider the problem of servicing a number of objects in a discrete time...
Exact analysis of continuous review (R,Q) policies in two-echelon inventory systems with compound Poisson demand
2000,
We consider a two-level inventory system with one central warehouse and N retailers....
Optimal admission control and sequencing in a make-to-stock/make-to-order production system
2000,
In this paper, we address the problem of admission control and sequencing in a...
Multistage inventory management with expediting
2000,
After reformulating Clark and Scarf's classical serial multi-echelon model so that the...
A production/inventory system subject to failure with limited repair capacity
2000,
We consider a production/inventory system consisting of M machines and K ( K ⩽ M )...
Probabilistic service level guarantees in make-to-stock manufacturing systems
2001,
We consider a model of a multiclass make-to-stock manufacturing system. External...
Inventory policies for systems with stochastic and deterministic demand
2001,
We consider a periodic review inventory system with demand arriving simultaneously...
Optimal policies for multiechelon inventory problems with Markov-modulated demand
2001,
This paper considers a multistage serial inventory system with Markov-modulated...
Stocking retail assortments under dynamic consumer substitution
2001,
We analyze a single-period, stochastic inventory model (newsboy-like model) in which a...
Optimal replenishment and rework with multiple unreliable supply sources
2001,
We study a production–inventory system with multiple unreliable supply sources....
Pathwise properties and performance bounds for a perishable inventory system
2001,
We study a perishable inventory system under a fixed-critical number order policy. By...
Stochastic inventory systems in a supply chain with asymmetric information: Cycle stocks, safety stocks, and consignment stock
2001,
The two critical factors distinguishing inventory management in a multifirm...
Design for postponement: A comprehensive characterization of its benefits under unknown demand distributions
2001,
Recent papers have developed analytical models to explain and quantify the benefits of...
An exact performance evaluation for the supplier in a two-echelon inventory system
2000,
This paper studies a continuous review two-echelon inventory system with a supplier...
Exact evaluation of batch-ordering inventory policies in two-echelon supply chains with periodic review
2001,
This paper studies a two-echelon supply chain with stochastic and discrete consumer...
Analysis of the effects of uncertainty, risk-pooling, and subcontracting mechanisms on project performance
2000,
The problem of designing a contract mechanism to allocate the component subprojects of...
Shape – a stochastic hybrid approximation procedure for two-stage stochastic programs
2000,
We consider the problem of approximating the expected recourse function for two-stage...
Nested partitions method for global optimization
2000,
We propose a new randomized method for solving global optimization problems. This...
Stability of multiclass queueing networks under priority service disciplines
2000,
In this paper, we establish a sufficient condition for the stability of a multiclass...
Separability in optimal allocation
2000,
The optimal allocation for stratification, parameterized by the respective sampling...
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