Journal: Operations Research Letters

Found 1763 papers in total
A note on constant proportion trading strategies
A note on constant proportion trading strategies
2011,
We consider constant proportion (CP) trading strategies when there are multiple...
Time aggregated Markov decision processes via standard dynamic programming
Time aggregated Markov decision processes via standard dynamic programming
2011,
This note addresses the time aggregation approach to ergodic finite state Markov...
Uniform quasi‐concavity in probabilistic constrained stochastic programming
Uniform quasi‐concavity in probabilistic constrained stochastic programming
2011,
A probabilistic constrained stochastic linear programming problem is considered, where...
A fast algorithm to remove proper and homogeneous pairs of cliques (while preserving some graph invariants)
A fast algorithm to remove proper and homogeneous pairs of cliques (while preserving some graph invariants)
2011,
We introduce a family of reductions for removing proper and homogeneous pairs of...
Higher moments of the waiting time distribution in M/G/1 retrial queues
Higher moments of the waiting time distribution in M/G/1 retrial queues
2011,
This work analyzes the waiting time distribution in the M/G/1 retrial queue. The first...
A dynamic programming approach to efficient sampling from Boltzmann distributions
A dynamic programming approach to efficient sampling from Boltzmann distributions
2008,
Markov chain methods for Boltzmann sampling work in phases with decreasing...
A one-to-one correspondence between colorings and stable sets
A one-to-one correspondence between colorings and stable sets
2008,
Given a graph G , we construct an auxiliary graph &Gtilde; with &mmacr; vertices such...
A note on the continuous mixing set
A note on the continuous mixing set
2008,
The continuous mixing set is S ={( s , r , z )∈ℜ×ℜ n +...
Certificates of linear mixed integer infeasibility
Certificates of linear mixed integer infeasibility
2008,
We derive a certificate of integral infeasibility for linear systems with equations...
Maximum algebraic connectivity augmentation is NP-hard
Maximum algebraic connectivity augmentation is NP-hard
2008,
The algebraic connectivity of a graph, which is the second-smallest eigenvalue of the...
A way to optimally solve a time-dependent Vehicle Routing Problem with Time Windows
A way to optimally solve a time-dependent Vehicle Routing Problem with Time Windows
2009,
In this paper we deal with a generalization of the Vehicle Routing Problem with Time...
Profit loss in differentiated oligopolies
Profit loss in differentiated oligopolies
2009,
We provide sharp lower and upper bounds on the ratio of decentralized to centralized...
Characterizing extreme points as basic feasible solutions in infinite linear programs
Characterizing extreme points as basic feasible solutions in infinite linear programs
2009,
Unlike in finite dimensions, a basic feasible solution characterization of extreme...
Loss probability properties in retrial queues
Loss probability properties in retrial queues
2009,
Under general conditions for c -server loss systems, B c , the fraction of customers...
Evaluating a warm standby system with components having proportional hazard rates
Evaluating a warm standby system with components having proportional hazard rates
2009,
This paper investigates the heterogeneity of components with proportional hazard rates...
On degenerate multi-row Gomory cuts
On degenerate multi-row Gomory cuts
2009,
Borozan and Cornuéjols show that valid inequalities for an infinite relaxation...
Certification of an optimal TSP tour through 85,900 cities
Certification of an optimal TSP tour through 85,900 cities
2009,
We describe a computer code and data that together certify the optimality of a...
On k-max-optimization
On k-max-optimization
2009,
We generalize bottleneck objectives in combinatorial optimization by minimizing the k...
Note on the fill rate of single-stage general periodic review inventory systems
Note on the fill rate of single-stage general periodic review inventory systems
2009,
For base-stock policies, Zhang and Zhang (2007) derive the fill rate, defined as the...
Computational experience with general cutting planes for the Set Covering problem
Computational experience with general cutting planes for the Set Covering problem
2009,
In this paper we present a cutting plane algorithm for the Set Covering problem....
Duality in robust optimization: Primal worst equals dual best
Duality in robust optimization: Primal worst equals dual best
2009,
We study the dual problems associated with the robust counterparts of uncertain convex...
On the discrete lot-sizing and scheduling problem with sequence-dependent changeover times
On the discrete lot-sizing and scheduling problem with sequence-dependent changeover times
2009,
We consider the discrete lot-sizing and scheduling problem with sequence-dependent...
On the noniterative multiproduct multiperiod production planning method
On the noniterative multiproduct multiperiod production planning method
2009,
Bahl and Zionts (1982) formulated a problem for planning multiproduct multiperiod...
Block-diagonal semidefinite programming hierarchies for 0/1 programming
Block-diagonal semidefinite programming hierarchies for 0/1 programming
2009,
Lovász and Schrijver, and later Lasserre, proposed hierarchies of semidefinite...
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