Journal: Operations Research

Found 2096 papers in total
Dynamic Trading with Reference Point Adaptation and Loss Aversion
Dynamic Trading with Reference Point Adaptation and Loss Aversion
2015,
We formalize the reference point adaptation process by relating it to a way people...
Technical Note–Pricing Under the Nested Attraction Model with a Multistage Choice Structure
Technical Note–Pricing Under the Nested Attraction Model with a Multistage Choice Structure
2015,
We develop a solution approach to the centralized pricing problem of a nested...
Benders Decomposition for Production Routing Under Demand Uncertainty
Benders Decomposition for Production Routing Under Demand Uncertainty
2015,
The production routing problem (PRP) is a generalization of the inventory routing...
Bundled Payments For Healthcare Services: Proposer Selection and Information Sharing
Bundled Payments For Healthcare Services: Proposer Selection and Information Sharing
2015,
The Centers for Medicare and Medicaid Services (CMS) has introduced a ‘bundled...
Liability Concentration and Systemic Losses in Financial Networks
Liability Concentration and Systemic Losses in Financial Networks
2016,
The objective of this study is to develop a majorization‐based tool to compare...
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
2016,
We show that partial versus full multilateral netting of interbank liabilities...
Hidden Illiquidity with Multiple Central Counterparties
Hidden Illiquidity with Multiple Central Counterparties
2016,
Regulatory changes are transforming the multitrillion dollar swaps market from a...
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
2016,
By exploiting basic common practice accounting and risk‐management rules, we...
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
2016,
Financial institutions are interconnected directly by holding debt claims against each...
Risk in a Large Claims Insurance Market with Bipartite Graph Structure
Risk in a Large Claims Insurance Market with Bipartite Graph Structure
2016,
We model the influence of sharing large exogeneous losses to the reinsurance market by...
Inhomogeneous Financial Networks and Contagious Links
Inhomogeneous Financial Networks and Contagious Links
2016,
We propose a framework for testing the possibility of large cascades in financial...
Strong SOCP Relaxations for the Optimal Power Flow Problem
Strong SOCP Relaxations for the Optimal Power Flow Problem
2016,
This paper proposes three strong second order cone programming (SOCP) relaxations for...
On the Convergence Rates of Expected Improvement Methods
On the Convergence Rates of Expected Improvement Methods
2016,
We consider a ranking and selection problem with independent normal observations, and...
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
2016,
We consider a single stock‐point for a repairable item facing Markov modulated...
On the 2-Club Polytope of Graphs
On the 2-Club Polytope of Graphs
2016,
A k ‐club is a subset of vertices of a graph that induces a subgraph of...
Optimal Cost-Sharing in General Resource Selection Games
Optimal Cost-Sharing in General Resource Selection Games
2016,
Resource selection games provide a model for a diverse collection of applications...
Household-Level Economies of Scale in Transportation
Household-Level Economies of Scale in Transportation
2016,
One of the fundamental concerns in the analysis of logistical systems is the...
Exact Algorithms for Electric Vehicle-Routing Problems with Time Windows
Exact Algorithms for Electric Vehicle-Routing Problems with Time Windows
2016,
Effective route planning for battery electric commercial vehicle (ECV) fleets has to...
Little's Law as Viewed on Its 50th Anniversary
Little's Law as Viewed on Its 50th Anniversary
2011,
Fifty years ago, the author published a paper in Operations Research with the title,...
A Unified Framework for Dynamic Prediction Market Design
A Unified Framework for Dynamic Prediction Market Design
2011,
Recently, coinciding with and perhaps driving the increased popularity of prediction...
A Geometric Perspective on Lifting
A Geometric Perspective on Lifting
2011,
Recently it has been shown that minimal inequalities for a continuous relaxation of...
Sourcing Flexibility, Spot Trading, and Procurement Contract Structure
Sourcing Flexibility, Spot Trading, and Procurement Contract Structure
2011,
We analyze the structure and pricing of option contracts for an industrial good in the...
Valuation of Storage at a Liquefied Natural Gas Terminal
Valuation of Storage at a Liquefied Natural Gas Terminal
2011,
The valuation of the real option to store liquefied natural gas (LNG) at the...
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
2011,
When there is parameter uncertainty in the constraints of a convex optimization...
Papers per page: