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...
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...
Operations Research is probably one of the most successful fields of applied mathematics used in Economics, Physics, Chemistry, almost everywhere onehastoanalyzehugeamountsofdata.L...
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...
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...