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COR
2008
85views more  COR 2008»
13 years 9 months ago
Short-term hydropower production planning by stochastic programming
Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncerta...
Stein-Erik Fleten, Trine Krogh Kristoffersen
COR
2008
128views more  COR 2008»
13 years 9 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
47views more  COR 2008»
13 years 9 months ago
Exploiting incomplete information to manage multiprocessor tasks with variable arrival rates
Paolo Dell'Olmo, Antonio Iovanella, Guglielmo Lull...
COR
2008
66views more  COR 2008»
13 years 9 months ago
A multi-objective model for environmental investment decision making
Investment in landscapes to achieve outcomes that have multiple environmental benefits has become a major priority in many countries. This gives rise to opportunities for mathemat...
Andrew J. Higgins, Stefan Hajkowicz, Elisabeth N. ...
COR
2008
101views more  COR 2008»
13 years 9 months ago
Stochastic facility location with general long-run costs and convex short-run costs
This paper addresses the problem of minimizing the expected cost of locating a number of single product facilities and allocating uncertain customer demand to these facilities. Th...
Peter Schütz, Leen Stougie, Asgeir Tomasgard
COR
2008
116views more  COR 2008»
13 years 9 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
72views more  COR 2008»
13 years 9 months ago
Solution bias in ant colony optimisation: Lessons for selecting pheromone models
James Montgomery, Marcus Randall, Tim Hendtlass
COR
2008
80views more  COR 2008»
13 years 9 months ago
Neural network-based mean-variance-skewness model for portfolio selection
In this study, a novel neural network-based mean
Lean Yu, Shouyang Wang, Kin Keung Lai
COR
2008
69views more  COR 2008»
13 years 9 months ago
Single-machine group scheduling problems with deterioration consideration
In many realistic situations, a job processed later consumes more time than the same job when it is processed earlier; this phenomenon is known as deteriorating jobs. However, job...
Chin-Chia Wu, Yau-Ren Shiau, Wen-Chiung Lee