We consider an extension of the optimal searcher path problem (OSP), where a searcher moving through a discretised environment may now need to spend a nonuniform amount of time tr...
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Transportation is an important component of supply chain competitiveness since it plays a major role in the inbound, inter-facility, and outbound logistics. In this context, assig...
Tom Van Woensel, Laoucine Kerbache, Herbert Perema...
Grids, like other heterogeneous systems, have reached the level of maturity where they are addressing the Quality of Service (QoS) provision aspect as a fundamental part of their ...
In this paper we consider a single item, discrete time, lot sizing situation where demand is random and its parameters (e.g., mean and standard deviation) can change with time. Fo...