ANOR
2007
13 years 5 months ago
2007
The profitability and morale of many organizations (such as factories, hospitals and airlines) are affected by their ability to schedule their personnel properly. Sophisticated an...
ANOR
2007
13 years 5 months ago
2007
ANOR
2007
13 years 5 months ago
2007
ANOR
2007
13 years 5 months ago
2007
Abstract The pervasiveness and impact on society and on every day human life of technology has led to a growing awareness that science and technology cannot be considered above or ...
ANOR
2007
13 years 5 months ago
2007
Abstract This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed ...
ANOR
2007
13 years 5 months ago
2007
ANOR
2007
13 years 5 months ago
2007
In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer roun...
ANOR
2007
13 years 5 months ago
2007
In this paper, we discuss new analytical methods for computing Value-at-Risk (VaR)andacreditexposureprofile.UsingaMonteCarlosimulationapproachasabenchmark, we find that the analy...
ANOR
2007
13 years 5 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
ANOR
2007
13 years 5 months ago
2007