We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
We compare two inventory systems, one in which excess demand is lost and the other in which excess demand is backordered. Both systems are reviewed periodically. They experience t...
Ganesh Janakiraman, Sridhar Seshadri, J. George Sh...
We combine mixed integer linear programming (MILP) and constraint programming (CP) to solve an important class of planning and scheduling problems. Tasks are allocated to faciliti...
Abstract. We study the problem of minimizing the maximum latency of flows in networks with congestion. We show that this problem is NP-hard, even when all arc latency functions ar...