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    IOR
    2008
    69views more  IOR 2008»
    Truthful Double Auction Mechanisms
    13 years 11 months ago
    Truthful Double Auction Mechanisms
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    Leon Yang Chu, Zuo-Jun Max Shen
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    IOR
    2008
    63views more  IOR 2008»
    (s, S) Optimality in Joint Inventory-Pricing Control: An Alternate Approach
    13 years 11 months ago
    (s, S) Optimality in Joint Inventory-Pricing Control: An Alternate Approach
    Download  www.columbia.edu
    Woonghee Tim Huh, Ganesh Janakiraman
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    IOR
    2008
    53views more  IOR 2008»
    The Innovest Austrian Pension Fund Financial Planning Model InnoALM
    13 years 11 months ago
    The Innovest Austrian Pension Fund Financial Planning Model InnoALM
    Download  www.ceistorvergata.it
    Alois Geyer, William T. Ziemba
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    IOR
    2008
    60views more  IOR 2008»
    Regulated Random Walks and the LCFS Backlog Probability: Analysis and Application
    13 years 11 months ago
    Regulated Random Walks and the LCFS Backlog Probability: Analysis and Application
    Download  www.rotman.utoronto.ca
    Opher Baron
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    IOR
    2008
    104views more  IOR 2008»
    Arrival Rate Approximation by Nonnegative Cubic Splines
    13 years 11 months ago
    Arrival Rate Approximation by Nonnegative Cubic Splines
    Download  rutcor.rutgers.edu
    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&...
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    IOR
    2008
    82views more  IOR 2008»
    Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
    13 years 11 months ago
    Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
    Download  myweb.polyu.edu.hk
    We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...
    Heng-Qing Ye, David D. Yao
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    IOR
    2008
    51views more  IOR 2008»
    Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
    13 years 11 months ago
    Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
    Download  opim.wharton.upenn.edu
    Senthil Veeraraghavan, Alan Scheller-Wolf
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    IOR
    2008
    60views more  IOR 2008»
    Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network
    13 years 11 months ago
    Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network
    Download  www.ieor.berkeley.edu
    Jian Yao, Ilan Adler, Shmuel S. Oren
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    IOR
    2008
    102views more  IOR 2008»
    An Optimization Algorithm for the Ordered Open-End Bin-Packing Problem
    13 years 11 months ago
    An Optimization Algorithm for the Ordered Open-End Bin-Packing Problem
    Download  www.crema.unimi.it
    The ordered open-end bin packing problem is a variant of the bin packing problem in which the items to be packed are sorted in a given order and the capacity of each bin can be ex...
    Alberto Ceselli, Giovanni Righini
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    IOR
    2008
    103views more  IOR 2008»
    Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
    13 years 11 months ago
    Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
    Download  www.tcs.tifr.res.in
    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...
    Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
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