Journal: Operations Research Letters

Found 1763 papers in total
On the core of cooperative queueing games
On the core of cooperative queueing games
2011,
We define some cooperative games in queueing systems as ‘single‐attribute...
An efficient randomized group testing procedure to determine the number of defectives
An efficient randomized group testing procedure to determine the number of defectives
2011,
We study the determination of the exact number of defective items in a sample set. We...
Gap inequalities for non‐convex mixed‐integer quadratic programs
Gap inequalities for non‐convex mixed‐integer quadratic programs
2011,
The gap inequalities form a very general class of cutting planes for the...
On the membership problem for the {1,1/2}‐closure
On the membership problem for the {1,1/2}‐closure
2011,
Zero‐half cuts are a class of cutting planes for integer programming problems....
Stochastic comparisons of series and parallel systems with randomized independent components
Stochastic comparisons of series and parallel systems with randomized independent components
2011,
Systems of components chosen from two different batches are considered. The...
Using the analytic center in the feasibility pump
Using the analytic center in the feasibility pump
2011,
We extended feasibility pump by considering the analytic center of the polytope. We...
Rank of Handelman hierarchy for Max‐Cut
Rank of Handelman hierarchy for Max‐Cut
2011,
We apply Handelman hierarchy to a standard quadratic formulation of Max‐Cut. We...
Quasi‐Newton methods for solving multiobjective optimization
Quasi‐Newton methods for solving multiobjective optimization
2011,
We propose a quasi‐Newton‐type method for nonconvex multiobjective...
Unreliable newsboy problem with a forecast update
Unreliable newsboy problem with a forecast update
2011,
In this paper, we derive an optimal ordering policy for an unreliable newsboy who can...
Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
2011,
I investigate an optimal information gathering and consumption/investment choice of an...
A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts
A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts
2011,
We consider mixed integer linear sets defined by two equations involving two integer...
A note on the integrality gap of an ILP formulation for the periodic maintenance problem
A note on the integrality gap of an ILP formulation for the periodic maintenance problem
2011,
We address the integrality gap of the integer linear program introduced by Grigoriev...
The capacitated general windy routing problem with turn penalties
The capacitated general windy routing problem with turn penalties
2011,
In this paper we present the capacitated general windy routing problem with turn...
Computing optimal islands
Computing optimal islands
2011,
Let S be a bicolored set of n points in the plane. A subset I of S is an island if...
Tail asymptotic behaviour of resequencing buffer content for selective repeat ARQ
Tail asymptotic behaviour of resequencing buffer content for selective repeat ARQ
2011,
We consider resequencing buffer content at receiver’s side where the selective...
A note on the efficiency and fairness of decentralized matching
A note on the efficiency and fairness of decentralized matching
2011,
This note shows by means of simulation experiments that although two‐sided...
Coverage restricted to an angle
Coverage restricted to an angle
2011,
Given a set S of n antennas and point q on the plane, q is a ‐covered by S if...
Asymptotic expansion for pricing options for a mean‐reverting asset with multiscale stochastic volatility
Asymptotic expansion for pricing options for a mean‐reverting asset with multiscale stochastic volatility
2011,
The valuation of options for an asset which follows a mean‐reverting...
Option pricing under joint dynamics of interest rates, dividends, and stock prices
Option pricing under joint dynamics of interest rates, dividends, and stock prices
2011,
I propose a new option pricing model with stochastic interest rates. The model assumes...
On the facets of the stable set polytope of quasi‐line graphs
On the facets of the stable set polytope of quasi‐line graphs
2011,
While the Ben Rebea Theorem provides a complete linear description of the stable set...
An analytic valuation method for multivariate contingent claims with regime‐switching volatilities
An analytic valuation method for multivariate contingent claims with regime‐switching volatilities
2011,
In this paper, we provide an analytic valuation method for European‐type...
A note on the MIR closure and basic relaxations of polyhedra
A note on the MIR closure and basic relaxations of polyhedra
2011,
Anderson et al. (2005) show that for a polyhedral mixed integer set defined by a...
An analysis of the extended Christofides heuristic for the k‐depot TSP
An analysis of the extended Christofides heuristic for the k‐depot TSP
2011,
We study an extension of the classical traveling salesman problem (TSP) to a situation...
Conditional value‐at‐risk in portfolio optimization: Coherent but fragile
Conditional value‐at‐risk in portfolio optimization: Coherent but fragile
2011,
We evaluate conditional value‐at‐risk (CVaR) as a risk measure in...
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