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...
We introduce optimistic weighted Shapley rules in minimum cost spanning tree problems. We dene them as the weighted Shapley values of the optimistic game v+ introduced in Berganti
We consider the robust surgery loading problem for a hospital's operating theatre department, which concerns assigning surgeries and sufficient planned slack to operating roo...
Erwin W. Hans, Gerhard Wullink, Mark van Houdenhov...
In this paper, a simulated annealing algorithm is presented for the Bandwidth Minimization Problem for Graphs. This algorithm is based on three distinguished features including an...
Eduardo Rodriguez-Tello, Jin-Kao Hao, Jose Torres-...
This article reviews a number of statistical tests for comparing proportions. These statistical tests are presented in a comprehensive way, so that OR practitioners can easily und...
Parent-centric real-parameter crossover operators create the offspring in the neighbourhood of one of the parents, the female parent. The other parent, the male one, defines the r...
With the advent of open standards and Internet technologies, the number of sellers who can participate in online exchanges is greatly increased. We model the competition between i...
Subhajyoti Bandyopadhyay, John M. Barron, Alok R. ...
Abstract. Many hospitals in the Netherlands are confronted with capacity problems at their Intensive Care Units (ICUs) resulting in cancelling operations, overloading the staff wit...
Nelly Litvak, Marleen van Rijsbergen, Richard J. B...
Constrained Optimization Problems (COP) often take place in many practical applications such as kinematics, chemical process optimization, power systems and so on. These problems ...