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Matrix-analytic methods in stochastic models

He, Qi-ming (contributor); Takine, Tetsuya (contributor) - 2008

Persistent link: https://www.econbiz.de/10003649312

Preprocessing techniques and column generation algorithms for stochastically efficient demand

Lejeune, M. A. - In: Journal of the Operational Research Society : OR 59 (2008) 9, pp. 1239-1252

Persistent link: https://www.econbiz.de/10003780200

An algorithm for single-item economic lot-sizing problem with general inventory cost, non-decreasing capacity, and non-increasing setup and production cost

Chen, Shaoxiang; Feng, Yi; Kumar, Arun; Lin, Bing - In: Operations research letters 36 (2008) 3, pp. 300-302

Persistent link: https://www.econbiz.de/10003773776

Efficient pricing algorithms for exotic derivatives

Lord, Roger - 2008

Persistent link: https://www.econbiz.de/10003775897

Truthful algorithms for scheduling selfish tasks on parallel machines

Angel, Eric; Bampis, Evripidis; Pascual, Fanny - In: Internet and network economics : first international …, (pp. 698-707). 2005

Persistent link: https://www.econbiz.de/10003343918

Regression methods for stochastic control problems and their convergence analysis

Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John - 2009

In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particularly useful for problems with a highdimensional state space and complex dependence structure of the underlying Markov process with...

Persistent link: https://www.econbiz.de/10003835132

A note: common due data assignment for a single machine scheduling with the rate-modifying activity

Gordon, Valery S.; Tarasevich, Alexander A. - In: Computers & operations research : and their … 36 (2009) 2, pp. 325-328

Persistent link: https://www.econbiz.de/10003794867

Minimizing earliness and tardiness subject to total completion time in an identical parallel machine system

Su, Ling-huey - In: Computers & operations research : and their … 36 (2009) 2, pp. 461-471

Persistent link: https://www.econbiz.de/10003795298

A note on due-date assignment and single machine scheduling with a learning/aging effect

Chang, Pei-chann; Chen, Shih-hsin; Mani, V. - In: International journal of production economics 117 (2009) 1, pp. 142-149

Persistent link: https://www.econbiz.de/10003860687

Approximation algorithms for single machine scheduling with one unavailability period

Kacem, Imed; Haouari, Mohamed - In: 4OR : a quarterly journal of operations research 7 (2009) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10003824827