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    IOR
    2010
    71views more  IOR 2010»
    Inventory Management with an Exogenous Supply Process
    13 years 10 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 10 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 10 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 10 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 10 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 10 months ago
    Distributionally Robust Optimization and Its Tractable Approximations
    Download  bschool.nus.edu
    Joel Goh, Melvyn Sim
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