In this work we focus on efficient heuristics for solving a class of stochastic planning problems that arise in a variety of business, investment, and industrial applications. The...
In the multilevel generalized assignment problem (MGAP) agents can perform tasks at more than one efficiency level. Important manufacturing problems, such as lot sizing, can be ea...
We consider the generalized assignment problem in which the objective is to find a minimum cost assignment of a set of jobs to a set of agents subject to resource constraints. Th...
This paper presents an extension of the capacitated facility location problem (CFLP), in which the general setup cost functions and multiple facilities in one site are considered....
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...