Similar Search Results

On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes

Jiang, Guangxin; Xu, Chenglong; Fu, Michael - In: Operations research letters 44 (2016) 1, pp. 44-49

Persistent link: https://www.econbiz.de/10011455555

On supremum-norm cost games

Meca, Ana; Sošić, Greys - In: Operations research letters 44 (2016) 1, pp. 54-58

Persistent link: https://www.econbiz.de/10011455558

Scenario-based modeling for multiple allocation hub location problem under disruption risk: multiple cuts Benders decomposition approach

Yahyaei, Mohsen; Bashiri, Mahdi - In: Journal of Industrial Engineering International 13 (2017) 4, pp. 445-453

The hub location problem arises in a variety of domains such as transportation and telecommunication systems. In many real-world situations, hub facilities are subject to disruption. This paper deals with the multiple allocation hub location problem in the presence of facilities failure. To...

Persistent link: https://www.econbiz.de/10011773128

Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem

Long, Yin; Chew, Ek Peng; Lee, Loo Hay - In: OR spectrum : quantitative approaches in management 37 (2015) 2, pp. 389-405

Persistent link: https://www.econbiz.de/10010513277

Topological optimization of reliable networks under dependent failures

Barrera, Javiera; Cancela, Héctor; Moreno, Eduardo - In: Operations research letters 43 (2015) 2, pp. 132-136

Persistent link: https://www.econbiz.de/10010515800

A maritime inventory routing problem with stochastic sailing and port times

Agra, Agostinho; Christiansen, Marielle; Delgado, … - In: Computers & operations research : and their … 61 (2015), pp. 18-30

Persistent link: https://www.econbiz.de/10011300705

Risk management in liner ship fleet deployment : a joint chance constrained programming model

Wang, Tingsong; Meng, Qiang; Wang, Shuaian; Tan, Zhijia - In: Transportation research / E : an international journal 60 (2013), pp. 1-12

Persistent link: https://www.econbiz.de/10010244122

A swarm intelligence based sample average approximation algorithm for the capacitated reliable facility location problem

Aydin, Nezir; Murat, Alper - In: International journal of production economics 145 (2013) 1, pp. 173-183

Persistent link: https://www.econbiz.de/10009785304

An empirical analysis of scenario generation methods for stochastic optimization

Löhndorf, Nils - In: European journal of operational research : EJOR 255 (2016) 1, pp. 121-132

Persistent link: https://www.econbiz.de/10011530843

Maximizing expected utility over a knapsack constraint

Yu, Jianjin; Ahmed, Shabbir - In: Operations research letters 44 (2016) 2, pp. 180-185

Persistent link: https://www.econbiz.de/10011457277

1
2
3
4
5
6
7
8
Next
Last