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ANOR
2005
80views more  ANOR 2005»
13 years 4 months ago
Entropic Penalties in Finite Games
The main objects here are finite-strategy games in which entropic terms are subtracted from the payoffs. After such subtraction each Nash equilibrium solves an explicit, unconstra...
Sjur Didrik Flåm, E. Cavazzuti
ANOR
2005
46views more  ANOR 2005»
13 years 4 months ago
On the Convexity of Precedence Sequencing Games
: In this paper we study a class of cooperative sequencing games that arise from one-machine sequencing situations in which chain precedence relations are imposed on the jobs. It i...
Herbert Hamers, Flip Klijn, Bas van Velzen
ANOR
2005
102views more  ANOR 2005»
13 years 4 months ago
Locating Active Sensors on Traffic Networks
Sensors are used to monitor traffic in networks. For example, in transportation networks, they may be used to measure traffic volumes on given arcs and paths of the network. This p...
Monica Gentili, Pitu B. Mirchandani
ANOR
2005
93views more  ANOR 2005»
13 years 4 months ago
Looking Ahead with the Pilot Method
The pilot method as a meta-heuristic is a tempered greedy method aimed at obtaining better solutions while avoiding the greedy trap by looking ahead for each possible choice. Repea...
Stefan Voß, Andreas Fink, Cees Duin
ANOR
2005
110views more  ANOR 2005»
13 years 4 months ago
Managing Cost Overrun Risk in Project Funding Allocation
This paper discusses decision making of project funding allocation under uncertain project costs. Because project costs are uncertain and funding allocations may not necessarily ma...
Chung-Li Tseng, Kyle Y. Lin, Satheesh K. Sundarara...
ANOR
2005
118views more  ANOR 2005»
13 years 4 months ago
Multitiered Supply Chain Networks: Multicriteria Decision - Making Under Uncertainty
: In this paper, we present a supply chain network model with multiple tiers of decision-makers, consisting, respectively, of manufacturers, distributors, and retailers, who can co...
June Dong, Ding Zhang, Hong Yan, Anna Nagurney
ANOR
2005
83views more  ANOR 2005»
13 years 4 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu
ANOR
2005
120views more  ANOR 2005»
13 years 4 months ago
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method
An alternate formulation of the classical vehicle routing problem with stochastic demands (VRPSD) is considered. We propose a new heuristic method to solve the problem. The algori...
Krishna Chepuri, Tito Homem-de-Mello
ANOR
2005
81views more  ANOR 2005»
13 years 4 months ago
Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...
Izack Cohen, Boaz Golany, Avraham Shtub