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    IOR
    2010
    71views more  IOR 2010»
    Inventory Management with an Exogenous Supply Process
    13 years 9 months ago
    Inventory Management with an Exogenous Supply Process
    Download  www.columbia.edu
    Alp Muharremoglu, Nan Yang
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    IOR
    2010
    86views more  IOR 2010»
    Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
    13 years 9 months ago
    Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
    Download  edoc.hu-berlin.de
    This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
    Lewis Ntaimo
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    IOR
    2010
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    Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
    13 years 9 months ago
    Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
    Download  web.hec.ca
    Erick Delage, Shie Mannor
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    IOR
    2010
    73views more  IOR 2010»
    Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems
    13 years 9 months ago
    Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems
    Download  www-bcf.usc.edu
    Mor Armony, Amy R. Ward
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    IOR
    2010
    169views more  IOR 2010»
    Dynamic Supplier Contracts Under Asymmetric Inventory Information
    13 years 9 months ago
    Dynamic Supplier Contracts Under Asymmetric Inventory Information
    Download  www-bcf.usc.edu
    In this paper, we examine a supply chain in which a single supplier sells to a downstream retailer. We consider a multi-period model, with the following sequence of events. In per...
    Hao Zhang, Mahesh Nagarajan, Greys Sosic
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    IOR
    2010
    66views more  IOR 2010»
    Distributionally Robust Optimization and Its Tractable Approximations
    13 years 9 months ago
    Distributionally Robust Optimization and Its Tractable Approximations
    Download  bschool.nus.edu
    Joel Goh, Melvyn Sim
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