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Expectation and Chance-Constrained Models and Algorithms for Insuring Critical Paths

Shen, Siqian; Smith, J. Cole; Ahmed, Shabbir - In: Management Science 56 (2010) 10, pp. 1794-1814

In this paper, we consider a class of two-stage stochastic optimization problems arising in the protection of vital arcs in a critical path network. A project is completed after a series of dependent tasks are all finished. We analyze a problem in which task finishing times are uncertain but can...

Persistent link: https://www.econbiz.de/10009208694

ИДЕНТИФИКАЦИЯ КОМАНДЫ ИСПОЛНИТЕЛЕЙ ОРГАНИЗАЦИОННОГО ПОДРАЗДЕЛЕНИЯ НА ОСНОВЕ АНАЛИЗА СОГЛАСОВАННОСТИ ПОВЕДЕНИЯ В ПРОЦЕССЕ ТЕСТИРОВАНИЯ

ВАСИЛЬЕВИЧ, АСТАНИН СЕРГЕЙ; … - In: Управление большими … (2012) 3, pp. 183-202

Рассмотрена процедура идентификации претендентов на роль команды исполнителей в процессе анализа согласованности их поведения при разрешении тестовых...

Persistent link: https://www.econbiz.de/10011270588

True Interest Cost in Municipal Bond Bidding: An Integer Programming Approach

Nauss, Robert M. - In: Management Science 32 (1986) 7, pp. 870-877

Over $47 billion of tax exempt debt issues were sold to the public in 1982. A portion of this total was offered to municipal bond underwriters under a competitive bidding system using the criterion of minimum true interest cost (internal rate of return). The TIC bidding problem may be formulated...

Persistent link: https://www.econbiz.de/10009208448

Simultaneous production and logistics operations planning in semicontinuous food industries

Kopanos, Georgios M.; Puigjaner, Luis; Georgiadis, … - In: Omega 40 (2012) 5, pp. 634-650

The production and logistics operations planning in real-life single- or multi-site semicontinuous food industries is addressed in this work. A discrete/continuous-time mixed integer programming model, based on the definition of families of products, is developed for the problem in question. A...

Persistent link: https://www.econbiz.de/10010573972

Reliable p-median facility location problem: two-stage robust models and algorithms

An, Yu; Zeng, Bo; Zhang, Yu; Zhao, Long - In: Transportation Research Part B: Methodological 64 (2014) C, pp. 54-72

In this paper, we propose a set of two-stage robust optimization models to design reliable p-median facility location networks subject to disruptions. We analyze their structural properties, and implement the column-and-constraint generation method with customized enhancement strategies, which...

Persistent link: https://www.econbiz.de/10010778542

A simulated annealing-based hybrid algorithm for solving UFL problems

Pradeepmon, T.G.; Paul, Brijesh - In: International Journal of Applied Management Science 4 (2012) 3, pp. 274-283

Hybridisation of algorithms to develop efficient solution methods for solving various NP-hard problems has been a practice for the last few years. It can be seen that researchers have tried different permutations and combinations of various exact, heuristic and metaheuristic algorithms to...

Persistent link: https://www.econbiz.de/10010669465

Determining optimal inland-empty-container depot locations under stochastic demand

Mittal, Neha; Boile, Maria; Baveja, Alok; Theofanis, Sotiris - In: Research in Transportation Economics 42 (2013) 1, pp. 50-60

Maritime freight volumes fluctuate with changes in consumer demand and global economies. In this paper we analyze the stochasticity in the container trade volumes and perform a two-stage stochastic analysis with recourse to determine an optimal set of inland depots to be opened within a 10-year...

Persistent link: https://www.econbiz.de/10010635954

A study on three different dimensional facility location problems

Sarkar, Biswajit; Majumder, Arunava - In: Economic Modelling 30 (2013) C, pp. 879-887

In supply chain strategy, designing a network is one of the most important part. This model deals with various dimensional facility location models. Initially, this paper begins with two echelon facility location model of dimension two. Then, it is extended to three dimensional model by adding...

Persistent link: https://www.econbiz.de/10010608258

Improved customer choice predictions using ensemble methods

Wezel, M.C. van; Potharst, R. - Erasmus University Rotterdam, Econometric Institute - 2005

In this paper various ensemble learning methods from machine learning and statistics are considered and applied to the customer choice modeling problem. The application of ensemble learning usually improves the prediction quality of flexible models like decision trees and thus leads to improved...

Persistent link: https://www.econbiz.de/10005450872

Bagging Constrained Equity Premium Predictors

Lee, Tae-Hwy; Hillebrand, Eric; Medeiros, Marcelo - Department of Economics, University of California-Riverside - 2014

and restricted regression coefficients. We consider bootstrap aggregation (bagging) to smooth parameter restrictions. Two … types of restrictions are considered: positivity of the regression coefficient and positivity of the forecast. Bagging … bagging. Monte Carlo simulations show that forecast gains can be achieved in realistic sample sizes for the stock return …

Persistent link: https://www.econbiz.de/10011134223