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EOR
2008
78views more  EOR 2008»
13 years 6 months ago
Discounted MEAN bound for the optimal searcher path problem with non-uniform travel times
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...
Haye Lau, Shoudong Huang, Gamini Dissanayake
EOR
2008
200views more  EOR 2008»
13 years 6 months ago
A dynamic stochastic programming model for international portfolio management
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...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
EOR
2008
133views more  EOR 2008»
13 years 6 months ago
Vehicle routing with dynamic travel times: A queueing approach
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...
EOR
2008
119views more  EOR 2008»
13 years 6 months ago
A novel mechanism for provisioning of high-level quality of service information in grid environments
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 ...
Konstantinos Tserpes, Dimosthenis Kyriazis, Andrea...
EOR
2008
95views more  EOR 2008»
13 years 6 months ago
Augmenting the lot sizing order quantity when demand is probabilistic
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...
I. Nyoman Pujawan, Edward A. Silver