Journal: Operations Research Letters

Found 1763 papers in total
On Nash–Cournot games with price caps
2013,
In this paper, we study an N ‐person Nash–Cournot game with a price cap....
On integer polytopes with few nonzero vertices
2013,
We provide a simple description in terms of linear inequalities of the convex hull of...
Optimal static priority rules for stochastic scheduling with impatience
2013,
We consider a stochastic scheduling problem with impatience to the end of service or...
On LICQ and the uniqueness of Lagrange multipliers
2013,
Kyparisis proved in 1985 that a strict version of the Mangasarian–Fromovitz...
Salesforce contract design and inventory planning with asymmetric risk‐averse sales agents
2013,
Even though it is generally agreed that human decisions are risk averse, it is also...
New analytical bounds on the average undershoot in an infinite horizon (s,S) inventory system
2013,
We provide new bounds on the average undershoot in an infinite horizon ( s , S )...
Designing flexible systems using a new notion of submodularity
2013,
We study the problem of optimal flexibility capacity portfolio selection by...
Mean‐variance principle of managing cointegrated risky assets and random liabilities
2013,
Using the diffusion limit of the discrete‐time error correction model of...
A primal–dual algorithm for computing a cost allocation in the core of economic lot‐sizing games
2012,
We consider the economic lot‐sizing game with general concave ordering cost...
A joint pricing and inventory control problem under an energy buy‐back program
2012,
The demand for power keeps rising with rapid economic development and growth of...
Integer preemptive scheduling on parallel machines
2012,
We consider preemptive machine scheduling problems on identical parallel machines. It...
Gradual negotiations and proportional solutions
2012,
I characterize the proportional N ‐person bargaining solutions by individual...
Impulse control with random reaction periods: A central bank intervention problem
2012,
We model an impulse control problem when the controller’s action affects the...
Remarks on queue inference from departure data alone and the importance of the queue inference engine
2012,
Recently a generalization of Larson’s Queue Inference Engine (Q.I.E.) for...
A new approach of cooperative interval games: The interval core and Shapley value revisited
2012,
We study the model of cooperative interval games by using Moore’s subtraction...
Capacitated assortment and price optimization under the multinomial logit model
2012,
We consider an assortment and price optimization problem where a retailer chooses an...
Pricing schemes for congestion‐prone service facilities
2012,
In this paper, we investigate the conditions under which a service facility should...
Optimal choice for finite and infinite horizons
2012,
This paper lays down conceptual groundwork for optimal choice in...
State partitioning based linear program for stochastic dynamic programs: An invariance property
2012,
A common approximate dynamic programming method entails state partitioning and the use...
Time consistency of dynamic risk measures
2012,
In this paper we discuss time consistency of risk averse multistage stochastic...
Simple linear time approximation algorithm for betweenness
2012,
We study the Betweenness problem. We are given a set of vertices and betweenness...
Alternating priority versus FCFS scheduling in a two‐class queueing system
2012,
For the single‐server two‐class queueing system studied in the classical...
Linear–quadratic control and information relaxations
2012,
We apply recently developed duality methods to the classic linear–quadratic (LQ)...
An FPTAS for the single‐item capacitated economic lot‐sizing problem with supply and demand
2012,
We present a fully polynomial time approximation scheme (FPTAS) for the...
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