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
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...
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 ...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...