123 search results - page 18 / 25 » anor 2007 |
ANOR
2007
13 years 10 months ago
2007
Abstract We propose a new Memetic Particle Swarm Optimization scheme that incorporates local search techniques in the standard Particle Swarm Optimization algorithm, resulting in a...
ANOR
2007
13 years 10 months ago
2007
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...
ANOR
2007
13 years 10 months ago
2007
In this paper, we discuss new analytical methods for computing Value-at-Risk (VaR)andacreditexposureprofile.UsingaMonteCarlosimulationapproachasabenchmark, we find that the analy...
ANOR
2006
13 years 10 months ago
2006
In this paper, we consider a BMAP/G/1 retrial queue with a server subject to breakdowns and repairs, where the life time of the server is exponential and the repair time is general...
ANOR
2006
13 years 10 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...