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ANOR
2007
13 years 10 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
ANOR
2007
13 years 10 months ago
2007
This paper introduces a model for Distributed Employee Timetabling Problems (DisETPs) and proposes a general architecture for solving DisETPs by using a Multi Agent System (MAS) pa...
ANOR
2007
13 years 10 months ago
2007
This paper examines the investment behaviour of an incumbent and a potential entrant that are competing for a patent with a stochastic payo . We incorporate asymmetric information...
ANOR
2007
13 years 10 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
ANOR
2007
13 years 10 months ago
2007
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....