Journal: Operations Research Letters

Found 1763 papers in total
Optimal admission control in two‐class preemptive loss systems
Optimal admission control in two‐class preemptive loss systems
2012,
We study optimal admission control in a two‐class preemptive loss system. A...
Exploiting the structure of autoregressive processes in chance‐constrained multistage stochastic linear programs
Exploiting the structure of autoregressive processes in chance‐constrained multistage stochastic linear programs
2012,
We consider an interstage dependent stochastic process whose components follow an...
Bounds for nested law invariant coherent risk measures
Bounds for nested law invariant coherent risk measures
2012,
With every law invariant coherent risk measure is associated its conditional analogue....
A polynomial‐time algorithm for the tridiagonal and Hessenberg P‐matrix linear complementarity problem
A polynomial‐time algorithm for the tridiagonal and Hessenberg P‐matrix linear complementarity problem
2012,
We give the first polynomial‐time algorithm for solving the linear...
A optimal power control strategy based on network wisdom in wireless networks
A optimal power control strategy based on network wisdom in wireless networks
2012,
In this paper, the power control problem in wireless networks is investigated and a...
Exact tail asymptotics for the M/M/m retrial queue with nonpersistent customers
Exact tail asymptotics for the M/M/m retrial queue with nonpersistent customers
2012,
We consider the M/M/m retrial queue with nonpersistent customers. Liu et al. (2011)...
An improved ellipsoid method for solving convex differentiable optimization problems
An improved ellipsoid method for solving convex differentiable optimization problems
2012,
We consider the problem of solving convex differentiable problems with simple...
Exact SDP relaxations for classes of nonlinear semidefinite programming problems
Exact SDP relaxations for classes of nonlinear semidefinite programming problems
2012,
This paper addresses the issue of which nonlinear semidefinite linear programming...
The battery switching station scheduling problem
The battery switching station scheduling problem
2012,
A battery switching station (BSS) provides a service that enables extending the...
A modified proximal point algorithm with errors for approximating solution of the general variational inclusion
A modified proximal point algorithm with errors for approximating solution of the general variational inclusion
2012,
In this paper, a modified proximal point algorithm with errors, which consists of a...
Separating tight metric inequalities by bilevel programming
Separating tight metric inequalities by bilevel programming
2012,
We present the first exact approach to separate tight metric inequalities for the...
Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
2012,
Computing expected values of functions involving extreme values of diffusion processes...
Fluid models for many‐server Markovian queues in a changing environment
Fluid models for many‐server Markovian queues in a changing environment
2012,
Motivated by service systems with time‐varying customer arrivals, we consider a...
A note on convex risk statistic
A note on convex risk statistic
2012,
By weakening the comonotonic subadditivity axiom, we give the definition of the...
A simple finite cutting plane algorithm for integer programs
A simple finite cutting plane algorithm for integer programs
2012,
A cutting plane algorithm is presented in order to solve linear integer programs in a...
Heavy‐traffic asymptotics for stationary GI/G/1‐type Markov chains
Heavy‐traffic asymptotics for stationary GI/G/1‐type Markov chains
2012,
Asmussen (1987) proved a heavy‐traffic limit theorem for the GI/G/1‐type...
Sample approximation technique for mixed‐integer stochastic programming problems with several chance constraints
Sample approximation technique for mixed‐integer stochastic programming problems with several chance constraints
2012,
The paper deals with sample approximation applied to stochastic programming problems...
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments
2012,
We propose a probabilistic version of the Markowitz portfolio problem with...
On the number of solutions generated by the dual simplex method
On the number of solutions generated by the dual simplex method
2012,
In this short paper, we give an upper bound for the number of different basic feasible...
Dynamic pricing problems with elastic demand
Dynamic pricing problems with elastic demand
2012,
We consider a dynamic pricing problem for a company that sells a single product to a...
Denoising Monte Carlo sensitivity estimates
Denoising Monte Carlo sensitivity estimates
2012,
Monte Carlo methods are in widespread use both in academia and industry. We are, in...
Mixed integer linear programming formulations for probabilistic constraints
Mixed integer linear programming formulations for probabilistic constraints
2012,
We introduce two new formulations for probabilistic constraints based on extended...
Branching on nonchimerical fractionalities
Branching on nonchimerical fractionalities
2012,
We address methods for selecting the branching variable in an enumerative algorithm...
Split cuts for robust mixed‐integer optimization
Split cuts for robust mixed‐integer optimization
2012,
Robust optimization problems are conventionally solved by reformulation as...
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