Journal: IMA Journal of Management Mathematics (Print)

Found 211 papers in total
Organizing product releases in time-driven development processes: a probabilistic analysis
Organizing product releases in time-driven development processes: a probabilistic analysis
2003,
In this paper, the problem is addressed of how to organize a new product development...
Hidden Markov models and their applications to customer relationship management
Hidden Markov models and their applications to customer relationship management
2004,
Hidden Markov models (HMMs) are widely used in science, engineering and many other...
The contribution of mathematical modelling to the practice of project management
The contribution of mathematical modelling to the practice of project management
2003,
This paper looks at the contribution that mathematical modelling has made to project...
On the linear assignment problem for special matrices
On the linear assignment problem for special matrices
2004,
This study arises from the intersection of two application areas of management...
Optimal server assignment for a multiple customer classes problem
Optimal server assignment for a multiple customer classes problem
2004,
The problem of assigning identical servers to different customer classes with the...
A two-stage parallel branch and bound algorithm for mixed integer programs
A two-stage parallel branch and bound algorithm for mixed integer programs
2004,
Mixed integer programming (MIP) models are extensively used to aid strategic and...
Decision making in industrial production planning using fuzzy linear programming
Decision making in industrial production planning using fuzzy linear programming
2004,
Any modern industrial manufacturing unit inevitably faces problems of vagueness in...
On the efficiency of multiplier methods for nonlinear network problems with nonlinear constraints
On the efficiency of multiplier methods for nonlinear network problems with nonlinear constraints
2004,
The minimization of network flow problems with linear/nonlinear side constraints can...
An equilibrium solution to supply chain synchronization
An equilibrium solution to supply chain synchronization
2003,
The classical two-echelon problem, {(C, V), (Q, R)}, is stated as follows. A producer...
A class of flexible weight indices for ranking alternatives
A class of flexible weight indices for ranking alternatives
2005,
In this paper we deal with the problem of the evaluation of a set of alternatives when...
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
2003,
In this paper, we present a Quasi-Monte Carlo approach for pricing European-style...
Implementing and interpreting a data envelopment analysis model to assess the efficiency of health systems in developing countries
Implementing and interpreting a data envelopment analysis model to assess the efficiency of health systems in developing countries
2003,
This paper presents a data envelopment analysis model that can be implemented by...
Modelling the consumer price index using a lognormal diffusion process and implications on forecasting inflation
Modelling the consumer price index using a lognormal diffusion process and implications on forecasting inflation
2004,
The Maximum Likelihood estimator is used within a lognormal diffusion process and...
Equilibrium strategies in random-demand procurement auctions with sunk costs
Equilibrium strategies in random-demand procurement auctions with sunk costs
2006,
We address an auction model which captures basic features of balancing markets for...
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation
2006,
We study optimal investment problem for a market model where the evolution of risky...
Profit-based generation resource planning
Profit-based generation resource planning
2004,
This paper presents an optimal generation resource planning model based on an expected...
Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
2004,
The restructuring of the electric utilities industry has forced industry participants...
Optimization techniques for Available Transfer Capability (ATC) and market calculations
Optimization techniques for Available Transfer Capability (ATC) and market calculations
2004,
The recent movement towards an open, competitive market environment introduced new...
Market power analysis in electricity markets using supply function equilibrium model
Market power analysis in electricity markets using supply function equilibrium model
2004,
This paper presents a surveillance method based on the game theory which is used by...
Interior point cutting plane method for optimal power flow
Interior point cutting plane method for optimal power flow
2004,
In this paper, an interior point cutting plane method (IPCPM) is applied to solve...
Voltage security and reactive power management
Voltage security and reactive power management
2004,
The focus of this paper is on voltage security as a function of ancillary services...
The future of pension schemes
The future of pension schemes
2003,
This note introduces the papers that follow in this special issue of the Journal,...
Some current issues in accounting for the cost of defined benefit pension schemes
Some current issues in accounting for the cost of defined benefit pension schemes
2003,
This paper discusses the issues underlying the International Accounting Standards...
Pensions modelling
Pensions modelling
2003,
Valuable insights into the problem of how to fund defined benefit pension schemes can...
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