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» A Robust Optimization Approach to Supply Chain Management
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TPCTC
2010
Springer
147views Hardware» more  TPCTC 2010»
13 years 2 months ago
Assessing and Optimizing Microarchitectural Performance of Event Processing Systems
Abstract. Event Processing (EP) systems are being progressively used in business critical applications in domains such as algorithmic trading, supply chain management, production m...
Marcelo R. N. Mendes, Pedro Bizarro, Paulo Marques

Lab
652views
15 years 6 months ago
Electronic Enterprises Laboratory
Our research is motivated by a strong conviction that business processes in electronic enterprises can be designed to deliver high levels of performance through the use of mathemat...
CEC
2009
IEEE
13 years 5 months ago
Optimisation of the Beer Distribution Game with complex customer demand patterns
This paper examines a simulation of the Beer Distribution Game and a number of optimisation approaches to this game. This well known game was developed at MIT in the 1960s and has ...
Hongliang Liu, Enda Howley, Jim Duggan
COR
2008
116views more  COR 2008»
13 years 7 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
ANOR
2007
165views more  ANOR 2007»
13 years 7 months ago
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Ronald Hochreiter, Georg Ch. Pflug