We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
The scheduling of flow shops with multiple parallel machines per stage, usually referred to as the Hybrid Flow Shop (HFS), is a complex combinatorial problem encountered in many r...
Resources including various assets of supply chains, face random demand over time and can be shared by others. We consider an operational setting where a resource is shared by two...
Continuous GRASP (C-GRASP) is a stochastic local search metaheuristic for finding cost-efficient solutions to continuous global optimization problems subject to box constraints (Hi...
Michael J. Hirsch, Panos M. Pardalos, Mauricio G. ...
Cooperation structures without any a priori assumptions on the combinatorial structure of feasible coalitions are studied and a general theory for marginal values, cores and conve...