Sciweavers

IOR
2008
98views more  IOR 2008»
13 years 11 months ago
A Linear Decision-Based Approximation Approach to Stochastic Programming
Xin Chen, Melvyn Sim, Peng Sun, Jiawei Zhang
IOR
2008
63views more  IOR 2008»
13 years 11 months ago
Robust Management of Motion Uncertainty in Intensity-Modulated Radiation Therapy
Thomas Bortfeld, Timothy C. Y. Chan, Alexei Trofim...
IOR
2008
54views more  IOR 2008»
13 years 11 months ago
A Single-Unit Decomposition Approach to Multiechelon Inventory Systems
Alp Muharremoglu, John N. Tsitsiklis
IOR
2008
90views more  IOR 2008»
13 years 11 months ago
Optimal Position-Based Warehouse Ordering in Divergent Two-Echelon Inventory Systems
: A continuous review two-echelon inventory system with a central warehouse and a number of non-identical retailers is considered. The retailers face independent Poisson demand and...
Sven Axsäter, Johan Marklund
IOR
2008
126views more  IOR 2008»
13 years 11 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
IOR
2008
57views more  IOR 2008»
13 years 11 months ago
Cumulative Dominance and Heuristic Performance in Binary Multiattribute Choice
Manel Baucells, Juan A. Carrasco, Robin M. Hogarth
IOR
2008
96views more  IOR 2008»
13 years 11 months ago
Competition for Procurement Contracts with Service Guarantees
We consider a market with two suppliers and a set of buyers in search of procurement contracts with one of the suppliers. In particular, each buyer needs to process a certain volu...
Fernando Bernstein, Francis de Véricourt