Found 97029 papers in total
Robust Optimization of Credit Portfolios
2017,
We introduce a dynamic credit portfolio framework where optimal investment strategies are robust against...
Constructing New Weighted l 1-Algorithms for the Sparsest Points of Polyhedral Sets
2017,
The 𝓁 0 ‐minimization problem that seeks the sparsest point of a polyhedral set is a...
When Is a Network Epidemic Hard to Eliminate?
2017,
We consider the propagation of a contagion process (‘epidemic’) on a network and study the...
Genericity Results in Linear Conic Programming–A Tour d’Horizon
2017,
This paper is concerned with so‐called generic properties of general linear conic programs. Many...
Empirical Distribution of Equilibrium Play and Its Testing Application
2017,
We show that in any n ‐player, m ‐action normal‐form game, we can obtain an...
Computing B-Stationary Points of Nonsmooth DC Programs
2017,
Motivated by a class of applied problems arising from physical layer based security in a digital...
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
2017,
The mathematical equivalence between linear scalarizations in multiobjective programming and...
On the Hardest Problem Formulations for the 0/1 Lasserre Hierarchy
2017,
The Lasserre/Sum‐of‐Squares (SoS) hierarchy is a systematic procedure for constructing a...
Interdicting Structured Combinatorial Optimization Problems with {0, 1}-Objectives
2017,
Interdiction problems ask about the worst‐case impact of a limited change to an underlying...
Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
2017,
In the Anscombe‐Aumann setup, we provide conditions for a collection of observations to be...
A Strongly Polynomial Algorithm for Generalized Flow Maximization
2017,
A strongly polynomial algorithm is given for the generalized flow maximization problem. It uses a new...
Inventory Control for Spectrally Positive LĂ©vy Demand Processes
2017,
A new approach to solve the continuous‐time stochastic inventory problem using the fluctuation...
A Generalized Polymatroid Approach to Stable Matchings with Lower Quotas
2017,
Classified stable matching, proposed by Huang, describes a matching model between academic institutes and...
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
2017,
We develop the first algorithmic approach to compute provably good ordering policies for a...
Does Quality Knowledge Spillover at Shared Suppliers? An Empirical Investigation
2016,
We use a unique empirical setting to investigate the spillover of quality knowledge across supply chains...
The Time‐Money Trade-Off for Entrepreneurs: When to Hire the First Employee?
2016,
For many early‐stage entrepreneurs, hiring the first employee is a critical step in the...
Capacitated Multiechelon Inventory Systems: Policies and Bounds
2016,
We study a periodically reviewed multiechelon serial inventory system with a capacity constraint on the...
Measuring the Bullwhip Effect: Discrepancy and Alignment Between Information and Material Flows
2017,
The bullwhip effect is a phenomenon commonly observed in supply chains. It describes how demand variance...
Strategic Idleness and Dynamic Scheduling in an Open-Shop Service Network: Case Study and Analysis
2017,
This paper, motivated by a collaboration with a healthcare service provider, focuses on stochastic...
Leader-Based Collective Bargaining: Cooperation Mechanism and Incentive Analysis
2017,
We study leader‐based collective bargaining (LCB), under which a leading buyer (leader) and a...
Online and Offline Information for Omnichannel Retailing
2017,
This paper studies how retailers can effectively deliver online and offline information to omnichannel...
Imaging Room and Beyond: The Underlying Economics Behind Physicians’ Test-Ordering Behavior in Outpatient Services
2017,
Motivated by a collaborative study with one of the most comprehensive ocular imaging programs in the...
Understanding How Generation Flexibility and Renewable Energy Affect Power Market Competition
2017,
We study supply function competition among conventional power generators with different levels of...
Would You Like to Upgrade to a Premium Room? Evaluating the Benefit of Offering Standby Upgrades
2017,
An important challenge faced by hotels is how to set their premium room price differential over their...
Papers per page:

Paper Filter