In this paper a type of Heath, Jarrow and Morton (1992) (HJM) based affine model is derived theoretically. This type of affine model is obtained by applying Linear Realization Theory to construct Finite Dimensional Realizations (FDRs) of the Gaussian HJM model. The algorithms of constructing...

"How to design an efficient and cost-effective logistics network? How to plan procurement, production, and transportation to meet customer demand with minimum operating costs? How to sequence jobs through machines for on-time order completion? And how to dispatch vehicles and schedule their...