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COR
2008
116views more  COR 2008»
13 years 7 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
COR
2008
96views more  COR 2008»
13 years 7 months ago
Discrete models for competitive location with foresight
We adapt the competitive location model based on maximal covering to include the knowledge that a competitor will enter the market later with a single new facility. The objective ...
Frank Plastria, Lieselot Vanhaverbeke
COR
2008
128views more  COR 2008»
13 years 7 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Mercedes Esteban-Bravo, Francisco J. Nogales
COR
2008
110views more  COR 2008»
13 years 7 months ago
Modeling health care facility location for moving population groups
Locating public services for nomadic population groups is a difficult challenge as the locations of the targeted populations seasonally change. In this paper, the population group...
Malick Ndiaye, Hesham K. Alfares
COR
2008
95views more  COR 2008»
13 years 7 months ago
Good triangulations yield good tours
Consider the following heuristic for planar Euclidean instances of the Traveling Salesman Problem (TSP): select a subset of the edges which induces a planar graph, and solve eithe...
Adam N. Letchford, Nicholas A. Pearson