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ANOR
2002
89views more  ANOR 2002»
13 years 9 months ago
Imperfect Inspection Games Over Time
We consider an inspection game played on a continuous finite time interval. The inspector wishes to detect a violation as soon as possible after it has been made by the operator. T...
Daniel Rothenstein, Shmuel Zamir
ANOR
2005
57views more  ANOR 2005»
13 years 9 months ago
Integer-Programming Software Systems
Recent developments in integer-programming software systems have tremendously improved our ability to solve large-scale instances. We review the major algorithmic components of sta...
Alper Atamtürk, Martin W. P. Savelsbergh
ANOR
2010
139views more  ANOR 2010»
13 years 8 months ago
Some operations research methods for analyzing protein sequences and structures
Operations Research is probably one of the most successful fields of applied mathematics used in Economics, Physics, Chemistry, almost everywhere onehastoanalyzehugeamountsofdata.L...
Piotr Lukasiak, Jacek Blazewicz, Maciej Milostan
ANOR
2007
126views more  ANOR 2007»
13 years 10 months ago
Lifting, superadditivity, mixed integer rounding and single node flow sets revisited
In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer roun...
Quentin Louveaux, Laurence A. Wolsey
ANOR
2007
81views more  ANOR 2007»
13 years 10 months ago
A conditional-SGT-VaR approach with alternative GARCH models
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
Turan G. Bali, Panayiotis Theodossiou